Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340242.6537 | 151228.1557 | 189014.498 | 1124035.5812 | 172062.0806 | 951973.5006 |
Total P&L (%) | 340.2427 | 151.2282 | 189.0145 | 1124.0356 | 172.0621 | 951.9735 |
Avg Daily Profit (%) | 0.1805 | 0.0802 | 0.1003 | 0.133 | 0.0531 | 0.1249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70452 | -70452 | -32847 | -586298 | -597380 | -50729 |
Profit Factor | 3.22 | 2.3681 | 5.4241 | 2.2725 | 1.2174 | 11.347 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 13 | 6 | 7 | 13 | 6 | 7 |
Profitability (%) | 86.1702 | 87.234 | 85.1064 | 86.1702 | 87.234 | 85.1064 |
Ratio Avg Win / Avg Loss | 0.5168 | 0.3466 | 0.9492 | 0.3647 | 0.1782 | 1.9857 |
Largest Winning Trade | 52350 | 52350 | 17749 | 68983 | 68767 | 68983 |
Largest Losing Trade | -70452 | -70452 | -32847 | -586298 | -586298 | -50729 |
Avg Bars in Trades | 36 | 53 | 20 | 36 | 53 | 20 |
Avg Bars in Winners | 19 | 25 | 13 | 19 | 25 | 13 |
Avg Bars in Losers | 143 | 240 | 61 | 143 | 240 | 61 |
Bars Traded | 3449 | 2499 | 951 | 3449 | 2499 | 951 |
Profit Streak | 148.4498 | 163.4498 | 148.4498 | 148.4498 | 163.4498 | 148.4498 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 630549 | -77932 | -47562 | -6869 | -117909 | -11084 |
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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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