Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395244.2094 | 131162.5877 | 264081.6217 | 2595790.2466 | 1421222.9887 | 1174567.2578 |
Total P&L (%) | 395.2442 | 131.1626 | 264.0816 | 2595.7902 | 1421.223 | 1174.5673 |
Avg Daily Profit (%) | 0.2046 | 0.0679 | 0.1367 | 0.1707 | 0.141 | 0.1318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38553 | -49613 | -45152 | -813170 | -284095 | -813170 |
Profit Factor | 3.0845 | 2.8846 | 3.2003 | 2.0877 | 4.9297 | 1.5801 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 12 | 8 | 4 | 12 | 8 | 4 |
Profitability (%) | 86.2069 | 81.8182 | 90.6977 | 86.2069 | 81.8182 | 90.6977 |
Ratio Avg Win / Avg Loss | 0.4935 | 0.641 | 0.3282 | 0.334 | 1.0955 | 0.1621 |
Largest Winning Trade | 33513 | 25453 | 33513 | 446378 | 156701 | 446378 |
Largest Losing Trade | -38553 | -25422 | -38553 | -813170 | -142559 | -813170 |
Avg Bars in Trades | 47 | 7 | 89 | 47 | 7 | 89 |
Avg Bars in Winners | 32 | 4 | 59 | 32 | 4 | 59 |
Avg Bars in Losers | 143 | 20 | 389 | 143 | 20 | 389 |
Bars Traded | 4173 | 313 | 3860 | 4173 | 313 | 3860 |
Profit Streak | 246.3253 | 246.3253 | 247.9919 | 246.3253 | 246.3253 | 247.9919 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619227 | -93801 | -860 | 554542 | 287682 | -10136 |
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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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