Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282503.1444 | 129305.48 | 153197.6644 | 497673.2443 | -228655.342 | 726328.5863 |
Total P&L (%) | 282.5031 | 129.3055 | 153.1977 | 497.6732 | -228.6553 | 726.3286 |
Avg Daily Profit (%) | 0.1499 | 0.0686 | 0.0813 | 0.0949 | 0 | 0.1121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84731 | -84347 | -51273 | -935820 | -934382 | -331365 |
Profit Factor | 1.8757 | 1.7137 | 2.0833 | 1.2415 | 0.8409 | 2.1652 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 84.3137 | 82.3529 | 86.2745 | 84.3137 | 82.3529 | 86.2745 |
Ratio Avg Win / Avg Loss | 0.349 | 0.3672 | 0.3314 | 0.231 | 0.1802 | 0.3445 |
Largest Winning Trade | 30293 | 30293 | 22333 | 133727 | 92312 | 133727 |
Largest Losing Trade | -59618 | -59618 | -41134 | -717063 | -717063 | -230695 |
Avg Bars in Trades | 52 | 69 | 36 | 52 | 69 | 36 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 240 | 311 | 149 | 240 | 311 | 149 |
Bars Traded | 5357 | 3521 | 1836 | 5357 | 3521 | 1836 |
Profit Streak | 164.0775 | 164.0775 | 257.0775 | 164.0775 | 164.0775 | 257.0775 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516781 | -275313 | -257351 | -61670 | -755217 | -215678 |
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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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