Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335320.2241 | 79532.3811 | 255787.843 | 434179.4458 | 79837.668 | 354341.7778 |
Total P&L (%) | 335.3202 | 79.5324 | 255.7878 | 434.1794 | 79.8377 | 354.3418 |
Avg Daily Profit (%) | 0.2021 | 0.0479 | 0.1542 | 0.101 | 0.0354 | 0.0913 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77543 | -51653 | -77543 | -482473 | -228745 | -482473 |
Profit Factor | 2.2113 | 1.637 | 2.6832 | 1.4402 | 1.2162 | 1.5742 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 14 | 11 | 3 | 14 | 11 | 3 |
Profitability (%) | 85.7143 | 77.551 | 93.8776 | 85.7143 | 77.551 | 93.8776 |
Ratio Avg Win / Avg Loss | 0.3686 | 0.4739 | 0.175 | 0.24 | 0.3521 | 0.1027 |
Largest Winning Trade | 21067 | 19113 | 21067 | 83644 | 39981 | 83644 |
Largest Losing Trade | -77543 | -47805 | -77543 | -482473 | -228745 | -482473 |
Avg Bars in Trades | 48 | 28 | 67 | 48 | 28 | 67 |
Avg Bars in Winners | 29 | 12 | 42 | 29 | 12 | 42 |
Avg Bars in Losers | 161 | 85 | 440 | 161 | 85 | 440 |
Bars Traded | 4705 | 1409 | 3296 | 4705 | 1409 | 3296 |
Profit Streak | 158.5673 | 158.5673 | 533.234 | 158.5673 | 158.5673 | 533.234 |
Trades During Streak | 11 | 5 | 15 | 11 | 5 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562864 | -123220 | 591037 | -52261 | -142377 | -64180 |
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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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