Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238666.5968 | 7220.8678 | 231445.729 | 657863.4461 | -80973.901 | 738837.3471 |
Total P&L (%) | 238.6666 | 7.2209 | 231.4457 | 657.8634 | -80.9739 | 738.8373 |
Avg Daily Profit (%) | 0.2289 | 0.0069 | 0.222 | 0.1944 | -0.159 | 0.2042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31212 | -74937 | -26290 | -185771 | -364501 | -66343 |
Profit Factor | 2.5782 | 1.0578 | 9.8033 | 2.0996 | 0.8478 | 12.1366 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 15 | 14 | 1 | 15 | 14 | 1 |
Profitability (%) | 82.3529 | 67.4419 | 97.619 | 82.3529 | 67.4419 | 97.619 |
Ratio Avg Win / Avg Loss | 0.5525 | 0.5107 | 0.2391 | 0.4499 | 0.4093 | 0.296 |
Largest Winning Trade | 20223 | 20223 | 19421 | 127486 | 127486 | 76867 |
Largest Losing Trade | -28689 | -28689 | -26290 | -160281 | -160281 | -66343 |
Avg Bars in Trades | 29 | 15 | 44 | 29 | 15 | 44 |
Avg Bars in Winners | 19 | 4 | 29 | 19 | 4 | 29 |
Avg Bars in Losers | 79 | 38 | 662 | 79 | 38 | 662 |
Bars Traded | 2529 | 661 | 1868 | 2529 | 661 | 1868 |
Profit Streak | 101.0251 | 101.0251 | 544.0251 | 101.0251 | 101.0251 | 544.0251 |
Trades During Streak | 2 | 1 | 29 | 2 | 1 | 29 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571136 | -504820 | 751628 | 542283 | -577628 | 761156 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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