Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350264.8015 | 133270.0313 | 216994.7702 | 1865845.8096 | 614853.6527 | 1250992.157 |
Total P&L (%) | 350.2648 | 133.27 | 216.9948 | 1865.8458 | 614.8537 | 1250.9922 |
Avg Daily Profit (%) | 0.159 | 0.0605 | 0.0985 | 0.1353 | 0.0893 | 0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41242 | -27143 | -41242 | -271115 | -202688 | -271115 |
Profit Factor | 2.7453 | 2.5914 | 2.8554 | 2.7431 | 2.1679 | 3.2999 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
Losing Trades | 22 | 16 | 6 | 22 | 16 | 6 |
Profitability (%) | 82.4 | 74.6032 | 90.3226 | 82.4 | 74.6032 | 90.3226 |
Ratio Avg Win / Avg Loss | 0.5864 | 0.8822 | 0.3059 | 0.5859 | 0.738 | 0.3536 |
Largest Winning Trade | 31693 | 16762 | 31693 | 162313 | 125209 | 162313 |
Largest Losing Trade | -41242 | -14543 | -41242 | -271115 | -136718 | -271115 |
Avg Bars in Trades | 28 | 14 | 41 | 28 | 14 | 41 |
Avg Bars in Winners | 13 | 5 | 21 | 13 | 5 | 21 |
Avg Bars in Losers | 94 | 41 | 234 | 94 | 41 | 234 |
Bars Traded | 3501 | 904 | 2597 | 3501 | 904 | 2597 |
Profit Streak | 102.0456 | 102.0456 | 244.0456 | 102.0456 | 102.0456 | 244.0456 |
Trades During Streak | 8 | 4 | 13 | 8 | 4 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586509 | -251800 | -206517 | -2980 | -213764 | -178914 |
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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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