Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299088.1566 | 117308.4821 | 181779.6745 | 910428.165 | 103321.1797 | 807106.9852 |
Total P&L (%) | 299.0882 | 117.3085 | 181.7797 | 910.4282 | 103.3212 | 807.107 |
Avg Daily Profit (%) | 0.2003 | 0.0786 | 0.1218 | 0.155 | 0.0475 | 0.1478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61362 | -80165 | -13458 | -675057 | -775342 | -80473 |
Profit Factor | 3.1303 | 2.0548 | 7.2279 | 1.815 | 1.1084 | 5.9169 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 13 | 5 | 8 | 13 | 5 | 8 |
Profitability (%) | 82.6667 | 86.4865 | 78.9474 | 82.6667 | 86.4865 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.6563 | 0.3211 | 1.9274 | 0.3806 | 0.1732 | 1.5778 |
Largest Winning Trade | 50939 | 50939 | 32942 | 185774 | 159440 | 185774 |
Largest Losing Trade | -50992 | -50992 | -13458 | -562444 | -562444 | -80473 |
Avg Bars in Trades | 61 | 74 | 49 | 61 | 74 | 49 |
Avg Bars in Winners | 34 | 36 | 32 | 34 | 36 | 32 |
Avg Bars in Losers | 192 | 317 | 114 | 192 | 317 | 114 |
Bars Traded | 4631 | 2747 | 1884 | 4631 | 2747 | 1884 |
Profit Streak | 153.6593 | 153.6593 | 263.9093 | 153.6593 | 153.6593 | 263.9093 |
Trades During Streak | 19 | 9 | 10 | 19 | 9 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44290 | -80858 | -16664 | -46799 | -226297 | 663237 |
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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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