Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369663.234 | 85984.8084 | 283678.4256 | 2114772.5148 | 365888.1691 | 1748884.3457 |
Total P&L (%) | 369.6632 | 85.9848 | 283.6784 | 2114.7725 | 365.8882 | 1748.8843 |
Avg Daily Profit (%) | 0.1924 | 0.0447 | 0.1476 | 0.1613 | 0.0801 | 0.1519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72756 | -20635 | -76223 | -817338 | -308315 | -851492 |
Profit Factor | 3.5587 | 2.3529 | 4.5059 | 2.3639 | 1.5606 | 2.9478 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 10 | 8 | 2 | 10 | 8 | 2 |
Profitability (%) | 89.2473 | 82.9787 | 95.6522 | 89.2473 | 82.9787 | 95.6522 |
Ratio Avg Win / Avg Loss | 0.4288 | 0.4826 | 0.2048 | 0.2848 | 0.3201 | 0.134 |
Largest Winning Trade | 24983 | 13390 | 24983 | 255312 | 101854 | 255312 |
Largest Losing Trade | -57222 | -14547 | -57222 | -598269 | -308315 | -598269 |
Avg Bars in Trades | 31 | 7 | 56 | 31 | 7 | 56 |
Avg Bars in Winners | 21 | 3 | 37 | 21 | 3 | 37 |
Avg Bars in Losers | 114 | 27 | 464 | 114 | 27 | 464 |
Bars Traded | 2926 | 350 | 2576 | 2926 | 350 | 2576 |
Profit Streak | 174.7683 | 174.7683 | 547.2683 | 174.7683 | 174.7683 | 547.2683 |
Trades During Streak | 4 | 2 | 25 | 4 | 2 | 25 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655676 | -125930 | 568980 | 580647 | -80471 | 633224 |
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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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