Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247387.6112 | 132129.7482 | 115257.863 | 171548.3955 | 136518.8524 | 35029.5432 |
Total P&L (%) | 247.3876 | 132.1297 | 115.2579 | 171.5484 | 136.5189 | 35.0295 |
Avg Daily Profit (%) | 0.1979 | 0.1057 | 0.0922 | 0.08 | 0.0689 | 0.024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83020 | -26328 | -83020 | -227774 | -60845 | -250956 |
Profit Factor | 2.1812 | 3.7871 | 1.7113 | 1.3918 | 2.4513 | 1.1019 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 11 | 7 | 4 | 11 | 7 | 4 |
Profitability (%) | 87.0588 | 83.7209 | 90.4762 | 87.0588 | 83.7209 | 90.4762 |
Ratio Avg Win / Avg Loss | 0.3242 | 0.7364 | 0.1801 | 0.2069 | 0.4766 | 0.116 |
Largest Winning Trade | 21001 | 16231 | 21001 | 42005 | 22416 | 42005 |
Largest Losing Trade | -83020 | -18345 | -83020 | -227774 | -38586 | -227774 |
Avg Bars in Trades | 23 | 10 | 36 | 23 | 10 | 36 |
Avg Bars in Winners | 12 | 6 | 18 | 12 | 6 | 18 |
Avg Bars in Losers | 94 | 29 | 206 | 94 | 29 | 206 |
Bars Traded | 1979 | 445 | 1534 | 1979 | 445 | 1534 |
Profit Streak | 168.2924 | 168.2924 | 223.7924 | 168.2924 | 168.2924 | 223.7924 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569865 | -41777 | -63019 | -80373 | -93094 | -267142 |
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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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