Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286385.6616 | 59852.3601 | 226533.3015 | 63936.8111 | 248939.8024 | -185002.9913 |
Total P&L (%) | 286.3857 | 59.8524 | 226.5333 | 63.9368 | 248.9398 | -185.003 |
Avg Daily Profit (%) | 0.1884 | 0.0394 | 0.149 | 0.0325 | 0.0822 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94679 | -36137 | -94679 | -886733 | -70050 | -886733 |
Profit Factor | 2.5173 | 1.6363 | 3.3926 | 1.0627 | 2.8685 | 0.7914 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 7 | 6 | 1 | 7 | 6 | 1 |
Profitability (%) | 92.3077 | 86.9565 | 97.7778 | 92.3077 | 86.9565 | 97.7778 |
Ratio Avg Win / Avg Loss | 0.2098 | 0.2454 | 0.0771 | 0.0886 | 0.4303 | 0.018 |
Largest Winning Trade | 27070 | 18681 | 27070 | 96829 | 86667 | 96829 |
Largest Losing Trade | -94679 | -36137 | -94679 | -886733 | -70050 | -886733 |
Avg Bars in Trades | 28 | 14 | 43 | 28 | 14 | 43 |
Avg Bars in Winners | 20 | 5 | 34 | 20 | 5 | 34 |
Avg Bars in Losers | 121 | 71 | 426 | 121 | 71 | 426 |
Bars Traded | 2598 | 655 | 1943 | 2598 | 655 | 1943 |
Profit Streak | 90.2725 | 90.2725 | 542.7725 | 90.2725 | 90.2725 | 542.7725 |
Trades During Streak | 4 | 2 | 20 | 4 | 2 | 20 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605872 | -134800 | 604977 | -295810 | -74596 | -573524 |
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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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