Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339212.6671 | 151823.3829 | 187389.2842 | 840826.9378 | -97730.8625 | 938557.8003 |
Total P&L (%) | 339.2127 | 151.8234 | 187.3893 | 840.8269 | -97.7309 | 938.5578 |
Avg Daily Profit (%) | 0.18 | 0.0805 | 0.0994 | 0.119 | -0.2006 | 0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75909 | -78930 | -36919 | -780798 | -891672 | -223912 |
Profit Factor | 2.0915 | 1.6901 | 3.0646 | 1.3447 | 0.9477 | 2.6475 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 87.5969 | 85.9375 | 89.2308 | 87.5969 | 85.9375 | 89.2308 |
Ratio Avg Win / Avg Loss | 0.2961 | 0.2766 | 0.3699 | 0.1904 | 0.1551 | 0.3195 |
Largest Winning Trade | 34615 | 34615 | 15391 | 124557 | 112698 | 124557 |
Largest Losing Trade | -65629 | -65629 | -36919 | -763511 | -763511 | -223912 |
Avg Bars in Trades | 27 | 41 | 13 | 27 | 41 | 13 |
Avg Bars in Winners | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Losers | 145 | 223 | 44 | 145 | 223 | 44 |
Bars Traded | 3523 | 2624 | 899 | 3523 | 2624 | 899 |
Profit Streak | 89.6828 | 89.6828 | 292.1828 | 89.6828 | 89.6828 | 292.1828 |
Trades During Streak | 13 | 6 | 14 | 13 | 6 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570741 | -218215 | -182235 | -27843 | -714002 | -149522 |
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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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