Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289568.7381 | 90164.8511 | 199403.887 | 768115.1766 | 65324.0834 | 702791.0932 |
Total P&L (%) | 289.5687 | 90.1649 | 199.4039 | 768.1152 | 65.3241 | 702.7911 |
Avg Daily Profit (%) | 0.1536 | 0.0478 | 0.1057 | 0.1147 | 0.0267 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59618 | -59618 | -21661 | -461755 | -383052 | -201479 |
Profit Factor | 2.6358 | 1.6654 | 5.8026 | 1.5582 | 1.0632 | 3.0518 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 86.087 | 84.4828 | 87.7193 | 86.087 | 84.4828 | 87.7193 |
Ratio Avg Win / Avg Loss | 0.426 | 0.3059 | 0.8124 | 0.2518 | 0.1953 | 0.4273 |
Largest Winning Trade | 50006 | 27601 | 50006 | 167775 | 134549 | 167775 |
Largest Losing Trade | -59618 | -59618 | -21661 | -383052 | -383052 | -201479 |
Avg Bars in Trades | 41 | 51 | 31 | 41 | 51 | 31 |
Avg Bars in Winners | 15 | 10 | 19 | 15 | 10 | 19 |
Avg Bars in Losers | 203 | 272 | 116 | 203 | 272 | 116 |
Bars Traded | 4768 | 2958 | 1810 | 4768 | 2958 | 1810 |
Profit Streak | 16.1061 | 120.7727 | 16.1061 | 16.1061 | 120.7727 | 16.1061 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580544 | -302948 | -220550 | -32841 | -484507 | -216321 |
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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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