Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578011.381 | 377213.179 | 200798.202 | -56495.1354 | 41495.1137 | -97990.2492 |
Total P&L (%) | 578.0114 | 377.2132 | 200.7982 | -56.4951 | 41.4951 | -97.9902 |
Avg Daily Profit (%) | 0.2657 | 0.1734 | 0.0923 | -0.0383 | 0.016 | -0.1795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135548 | -71563 | -156705 | -148616 | -42212 | -150861 |
Profit Factor | 2.1026 | 2.7369 | 1.654 | 0.7599 | 1.5972 | 0.4089 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 69.3182 | 61.3636 | 77.2727 | 69.3182 | 61.3636 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.9307 | 1.7232 | 0.4865 | 0.3363 | 1.0056 | 0.1203 |
Largest Winning Trade | 86400 | 86400 | 48495 | 69111 | 69111 | 15011 |
Largest Losing Trade | -98017 | -42814 | -98017 | -106526 | -42212 | -106526 |
Avg Bars in Trades | 69 | 81 | 57 | 69 | 81 | 57 |
Avg Bars in Winners | 51 | 57 | 46 | 51 | 57 | 46 |
Avg Bars in Losers | 109 | 118 | 93 | 109 | 118 | 93 |
Bars Traded | 6079 | 3564 | 2515 | 6079 | 3564 | 2515 |
Profit Streak | 240.1755 | 374.8421 | 240.1755 | 240.1755 | 374.8421 | 240.1755 |
Trades During Streak | 10 | 8 | 5 | 10 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516788 | 561087 | -64380 | -576242 | -168749 | -575783 |
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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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