Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391431.5047 | 116224.893 | 275206.6117 | 570192.064 | 139192.3069 | 430999.7572 |
Total P&L (%) | 391.4315 | 116.2249 | 275.2066 | 570.1921 | 139.1923 | 430.9998 |
Avg Daily Profit (%) | 0.2341 | 0.0695 | 0.1646 | 0.1139 | 0.0522 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134815 | -150156 | -43826 | -109333 | -139251 | -25566 |
Profit Factor | 1.9033 | 1.3558 | 3.5797 | 2.7649 | 1.4978 | 10.9159 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 78.4483 | 75.8621 | 81.0345 | 78.4483 | 75.8621 | 81.0345 |
Ratio Avg Win / Avg Loss | 0.5229 | 0.4314 | 0.8378 | 0.7596 | 0.4766 | 2.5548 |
Largest Winning Trade | 54329 | 54329 | 47507 | 214042 | 160581 | 214042 |
Largest Losing Trade | -57821 | -57821 | -42865 | -71893 | -71893 | -25566 |
Avg Bars in Trades | 55 | 74 | 35 | 55 | 74 | 35 |
Avg Bars in Winners | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Losers | 155 | 214 | 81 | 155 | 214 | 81 |
Bars Traded | 6429 | 4347 | 2082 | 6429 | 4347 | 2082 |
Profit Streak | 53.5584 | 53.5584 | 127.3084 | 53.5584 | 53.5584 | 127.3084 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526340 | -276646 | -163184 | -32204 | -298902 | -225528 |
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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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