Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362210.0657 | 84660.4069 | 277549.6588 | 764099.4783 | 40194.553 | 723904.9253 |
Total P&L (%) | 362.2101 | 84.6604 | 277.5497 | 764.0995 | 40.1946 | 723.9049 |
Avg Daily Profit (%) | 0.2173 | 0.0508 | 0.1665 | 0.1295 | 0.0203 | 0.1266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71947 | -47510 | -71947 | -495376 | -452639 | -495376 |
Profit Factor | 2.417 | 1.7437 | 2.9576 | 1.6115 | 1.0663 | 2.1256 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 10 | 7 | 3 | 10 | 7 | 3 |
Profitability (%) | 88.5057 | 84.0909 | 93.0233 | 88.5057 | 84.0909 | 93.0233 |
Ratio Avg Win / Avg Loss | 0.3139 | 0.3299 | 0.2218 | 0.2093 | 0.2017 | 0.1594 |
Largest Winning Trade | 23093 | 17525 | 23093 | 118786 | 73871 | 118786 |
Largest Losing Trade | -71947 | -46468 | -71947 | -495376 | -452639 | -495376 |
Avg Bars in Trades | 36 | 19 | 54 | 36 | 19 | 54 |
Avg Bars in Winners | 23 | 9 | 36 | 23 | 9 | 36 |
Avg Bars in Losers | 138 | 71 | 295 | 138 | 71 | 295 |
Bars Traded | 3189 | 852 | 2337 | 3189 | 852 | 2337 |
Profit Streak | 166.9224 | 166.9224 | 540.4224 | 166.9224 | 166.9224 | 540.4224 |
Trades During Streak | 6 | 3 | 14 | 6 | 3 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585438 | -118566 | 608835 | -12800 | -311289 | -15583 |
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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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