Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274681.3391 | 175151.4255 | 99529.9136 | 21617.6252 | 63059.4193 | -41441.794 |
Total P&L (%) | 274.6813 | 175.1514 | 99.5299 | 21.6176 | 63.0594 | -41.4418 |
Avg Daily Profit (%) | 0.2204 | 0.1405 | 0.0799 | 0.0157 | 0.0392 | -0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112919 | -46996 | -93021 | -208442 | -47768 | -164510 |
Profit Factor | 1.7888 | 2.164 | 1.5033 | 1.0561 | 1.4377 | 0.8281 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 83.7209 | 83.7209 | 83.7209 | 83.7209 | 83.7209 | 83.7209 |
Ratio Avg Win / Avg Loss | 0.3478 | 0.4208 | 0.2923 | 0.2054 | 0.2796 | 0.161 |
Largest Winning Trade | 26872 | 26872 | 19209 | 24479 | 23781 | 24479 |
Largest Losing Trade | -93021 | -46996 | -93021 | -164510 | -47768 | -164510 |
Avg Bars in Trades | 39 | 45 | 34 | 39 | 45 | 34 |
Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Losers | 157 | 178 | 136 | 157 | 178 | 136 |
Bars Traded | 3405 | 1938 | 1467 | 3405 | 1938 | 1467 |
Profit Streak | 20.4618 | 150.7951 | 20.4618 | 20.4618 | 150.7951 | 20.4618 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531896 | 61789 | -80898 | -331775 | -135887 | -575007 |
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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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