Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307361.0895 | 131606.8041 | 175754.2854 | 791361.087 | 77016.1945 | 714344.8925 |
Total P&L (%) | 307.3611 | 131.6068 | 175.7543 | 791.3611 | 77.0162 | 714.3449 |
Avg Daily Profit (%) | 0.1632 | 0.0699 | 0.0933 | 0.1162 | 0.0303 | 0.1114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70452 | -70452 | -32847 | -471086 | -471086 | -50718 |
Profit Factor | 2.9744 | 2.1917 | 4.8849 | 2.0726 | 1.1186 | 9.0539 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 7 | 5 | 2 | 7 | 5 | 2 |
Profitability (%) | 92.0455 | 88.6364 | 95.4545 | 92.0455 | 88.6364 | 95.4545 |
Ratio Avg Win / Avg Loss | 0.257 | 0.281 | 0.2326 | 0.1791 | 0.1434 | 0.4311 |
Largest Winning Trade | 52350 | 52350 | 17749 | 63694 | 63694 | 52696 |
Largest Losing Trade | -70452 | -70452 | -32847 | -471086 | -471086 | -50718 |
Avg Bars in Trades | 39 | 55 | 22 | 39 | 55 | 22 |
Avg Bars in Winners | 17 | 21 | 14 | 17 | 21 | 14 |
Avg Bars in Losers | 286 | 321 | 197 | 286 | 321 | 197 |
Bars Traded | 3450 | 2457 | 992 | 3450 | 2457 | 992 |
Profit Streak | 84.2973 | 84.2973 | 639.2973 | 84.2973 | 84.2973 | 639.2973 |
Trades During Streak | 15 | 7 | 17 | 15 | 7 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629851 | -91893 | -56174 | -28950 | -237713 | -30805 |
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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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