Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283449.7025 | 88416.3542 | 195033.3483 | 898935.4159 | 266615.0159 | 632320.4 |
Total P&L (%) | 283.4497 | 88.4164 | 195.0333 | 898.9354 | 266.615 | 632.3204 |
Avg Daily Profit (%) | 0.1511 | 0.0471 | 0.104 | 0.1228 | 0.0693 | 0.1062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55629 | -55629 | -28012 | -223602 | -223602 | -193500 |
Profit Factor | 3.109 | 2.2536 | 4.0534 | 2.4108 | 1.9109 | 2.8357 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 12 | 8 | 4 | 12 | 8 | 4 |
Profitability (%) | 87.6289 | 83.6735 | 91.6667 | 87.6289 | 83.6735 | 91.6667 |
Ratio Avg Win / Avg Loss | 0.4389 | 0.4397 | 0.3685 | 0.3404 | 0.3729 | 0.2578 |
Largest Winning Trade | 24513 | 24513 | 22309 | 120519 | 50801 | 120519 |
Largest Losing Trade | -55629 | -55629 | -28012 | -223602 | -223602 | -193500 |
Avg Bars in Trades | 25 | 11 | 39 | 25 | 11 | 39 |
Avg Bars in Winners | 15 | 6 | 23 | 15 | 6 | 23 |
Avg Bars in Losers | 98 | 35 | 224 | 98 | 35 | 224 |
Bars Traded | 2465 | 550 | 1915 | 2465 | 550 | 1915 |
Profit Streak | 237.9877 | 328.9877 | 237.9877 | 237.9877 | 328.9877 | 237.9877 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625841 | -122370 | -43292 | -19835 | -93498 | -41594 |
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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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