Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291397.8989 | 26184.6595 | 265213.2394 | 1045491.0062 | 133338.8668 | 912152.1394 |
Total P&L (%) | 291.3979 | 26.1847 | 265.2132 | 1045.491 | 133.3389 | 912.1521 |
Avg Daily Profit (%) | 0.1749 | 0.0157 | 0.1591 | 0.1464 | 0.0509 | 0.139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41877 | -41877 | -25224 | -251166 | -251166 | -100067 |
Profit Factor | 3.4569 | 1.2849 | 10.9378 | 3.1362 | 1.3472 | 9.6589 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 12 | 10 | 2 | 12 | 10 | 2 |
Profitability (%) | 81.5385 | 69.697 | 93.75 | 81.5385 | 69.697 | 93.75 |
Ratio Avg Win / Avg Loss | 0.7827 | 0.5586 | 0.7292 | 0.7101 | 0.5857 | 0.6439 |
Largest Winning Trade | 32383 | 16590 | 32383 | 180834 | 102259 | 180834 |
Largest Losing Trade | -41877 | -41877 | -25224 | -251166 | -251166 | -100067 |
Avg Bars in Trades | 38 | 16 | 61 | 38 | 16 | 61 |
Avg Bars in Winners | 29 | 6 | 48 | 29 | 6 | 48 |
Avg Bars in Losers | 76 | 39 | 259 | 76 | 39 | 259 |
Bars Traded | 2497 | 535 | 1962 | 2497 | 535 | 1962 |
Profit Streak | 167.9225 | 167.9225 | 458.4225 | 167.9225 | 167.9225 | 458.4225 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119281 | -172821 | 706507 | -124460 | -122131 | 190213 |
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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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