Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464237.2173 | 110092.8599 | 354144.3574 | 1266214.5459 | 659036.8481 | 607177.6977 |
Total P&L (%) | 464.2372 | 110.0929 | 354.1444 | 1266.2145 | 659.0368 | 607.1777 |
Avg Daily Profit (%) | 0.3032 | 0.0719 | 0.2313 | 0.1709 | 0.1325 | 0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85767 | -24448 | -85767 | -1769211 | -419131 | -1769211 |
Profit Factor | 2.6769 | 2.1475 | 2.9576 | 1.3467 | 1.7423 | 1.2196 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 63.5294 | 58.1395 | 69.0476 | 63.5294 | 58.1395 | 69.0476 |
Ratio Avg Win / Avg Loss | 1.5367 | 1.5462 | 1.3258 | 0.7731 | 1.2545 | 0.5467 |
Largest Winning Trade | 36779 | 35254 | 36779 | 306999 | 223608 | 306999 |
Largest Losing Trade | -85767 | -24448 | -85767 | -1769211 | -419131 | -1769211 |
Avg Bars in Trades | 92 | 30 | 156 | 92 | 30 | 156 |
Avg Bars in Winners | 81 | 26 | 129 | 81 | 26 | 129 |
Avg Bars in Losers | 111 | 35 | 217 | 111 | 35 | 217 |
Bars Traded | 7882 | 1306 | 6576 | 7882 | 1306 | 6576 |
Profit Streak | 87.7484 | 101.0817 | 0 | 87.7484 | 101.0817 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591367 | -91176 | 537776 | 335113 | -11895 | -21485 |
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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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