Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391526.996 | 121801.9173 | 269725.0786 | 3079317.0948 | 1036876.3264 | 2042440.7683 |
Total P&L (%) | 391.527 | 121.8019 | 269.7251 | 3079.3171 | 1036.8763 | 2042.4408 |
Avg Daily Profit (%) | 0.1646 | 0.0512 | 0.1134 | 0.1455 | 0.1023 | 0.1289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38134 | -50390 | -19500 | -497520 | -379437 | -444740 |
Profit Factor | 3.5704 | 2.2395 | 5.9897 | 2.563 | 1.9414 | 3.3509 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 17 | 13 | 4 | 17 | 13 | 4 |
Profitability (%) | 83.8095 | 75.4717 | 92.3077 | 83.8095 | 75.4717 | 92.3077 |
Ratio Avg Win / Avg Loss | 0.6897 | 0.7278 | 0.4991 | 0.4951 | 0.631 | 0.2792 |
Largest Winning Trade | 22734 | 21397 | 22734 | 505897 | 505897 | 328223 |
Largest Losing Trade | -38134 | -38134 | -19500 | -444740 | -294743 | -444740 |
Avg Bars in Trades | 39 | 20 | 58 | 39 | 20 | 58 |
Avg Bars in Winners | 14 | 9 | 18 | 14 | 9 | 18 |
Avg Bars in Losers | 170 | 57 | 539 | 170 | 57 | 539 |
Bars Traded | 4148 | 1108 | 3040 | 4148 | 1108 | 3040 |
Profit Streak | 212.6619 | 357.1619 | 212.6619 | 212.6619 | 357.1619 | 212.6619 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 628646 | -298115 | -210240 | 358305 | -230215 | -191236 |
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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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