Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383927.6724 | 182254.5471 | 201673.1253 | 1269370.9321 | 456042.4054 | 813328.5267 |
Total P&L (%) | 383.9277 | 182.2545 | 201.6731 | 1269.3709 | 456.0424 | 813.3285 |
Avg Daily Profit (%) | 0.1751 | 0.0831 | 0.092 | 0.1194 | 0.0783 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71668 | -22351 | -91946 | -151732 | -90735 | -165941 |
Profit Factor | 2.4931 | 5.5244 | 1.93 | 2.8002 | 3.2336 | 2.6236 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 15 | 9 | 6 | 15 | 9 | 6 |
Profitability (%) | 84.2105 | 81.25 | 87.234 | 84.2105 | 81.25 | 87.234 |
Ratio Avg Win / Avg Loss | 0.4675 | 1.2749 | 0.2824 | 0.525 | 0.7462 | 0.3839 |
Largest Winning Trade | 33889 | 19543 | 33889 | 131480 | 93316 | 131480 |
Largest Losing Trade | -61839 | -13465 | -61839 | -150614 | -55995 | -150614 |
Avg Bars in Trades | 40 | 7 | 74 | 40 | 7 | 74 |
Avg Bars in Winners | 18 | 4 | 31 | 18 | 4 | 31 |
Avg Bars in Losers | 160 | 22 | 366 | 160 | 22 | 366 |
Bars Traded | 3857 | 372 | 3485 | 3857 | 372 | 3485 |
Profit Streak | 156.3292 | 156.3292 | 237.3292 | 156.3292 | 156.3292 | 237.3292 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546327 | -69975 | -63133 | -24825 | -80096 | -49442 |
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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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