Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258946.1858 | 35069.6056 | 223876.5802 | 272088.9348 | 7061.1869 | 265027.7479 |
Total P&L (%) | 258.9462 | 35.0696 | 223.8766 | 272.0889 | 7.0612 | 265.0277 |
Avg Daily Profit (%) | 0.2507 | 0.034 | 0.2168 | 0.1273 | 0.0066 | 0.1255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71511 | -72753 | -32699 | -127041 | -159394 | -42648 |
Profit Factor | 1.9513 | 1.1593 | 5.3039 | 1.7149 | 1.0227 | 4.7845 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 10 | 7 | 3 | 10 | 7 | 3 |
Profitability (%) | 88.0952 | 83.3333 | 92.8571 | 88.0952 | 83.3333 | 92.8571 |
Ratio Avg Win / Avg Loss | 0.2637 | 0.2319 | 0.408 | 0.2317 | 0.2045 | 0.368 |
Largest Winning Trade | 18669 | 18669 | 15090 | 41985 | 36120 | 41985 |
Largest Losing Trade | -71511 | -71511 | -24596 | -127041 | -127041 | -34223 |
Avg Bars in Trades | 45 | 68 | 22 | 45 | 68 | 22 |
Avg Bars in Winners | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Losers | 249 | 312 | 103 | 249 | 312 | 103 |
Bars Traded | 3821 | 2862 | 959 | 3821 | 2862 | 959 |
Profit Streak | 79.1206 | 79.1206 | 292.6206 | 79.1206 | 79.1206 | 292.6206 |
Trades During Streak | 25 | 12 | 18 | 25 | 12 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576955 | -191250 | 723240 | -15544 | -541029 | -13590 |
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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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