Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379179.0117 | 84377.0763 | 294801.9355 | 1359453.7216 | 344105.3676 | 1015348.354 |
Total P&L (%) | 379.179 | 84.3771 | 294.8019 | 1359.4537 | 344.1054 | 1015.3484 |
Avg Daily Profit (%) | 0.2558 | 0.0569 | 0.1989 | 0.181 | 0.1006 | 0.1628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72003 | -38090 | -81842 | -860647 | -280944 | -886918 |
Profit Factor | 2.5361 | 1.8179 | 3.0517 | 1.7136 | 1.5066 | 1.8282 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 15 | 11 | 4 | 15 | 11 | 4 |
Profitability (%) | 81.9277 | 73.8095 | 90.2439 | 81.9277 | 73.8095 | 90.2439 |
Ratio Avg Win / Avg Loss | 0.5594 | 0.6451 | 0.3299 | 0.378 | 0.5346 | 0.1976 |
Largest Winning Trade | 32103 | 11662 | 32103 | 219187 | 99348 | 219187 |
Largest Losing Trade | -69539 | -30628 | -69539 | -799014 | -242741 | -799014 |
Avg Bars in Trades | 31 | 7 | 55 | 31 | 7 | 55 |
Avg Bars in Winners | 17 | 4 | 27 | 17 | 4 | 27 |
Avg Bars in Losers | 95 | 15 | 315 | 95 | 15 | 315 |
Bars Traded | 2595 | 316 | 2279 | 2595 | 316 | 2279 |
Profit Streak | 229.2486 | 229.2486 | 246.2486 | 229.2486 | 229.2486 | 246.2486 |
Trades During Streak | 14 | 7 | 9 | 14 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533867 | -111389 | 614748 | 468709 | -54111 | 533658 |
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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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