Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327598.1561 | 51269.8529 | 276328.3031 | 366670.496 | 44770.9795 | 321899.5165 |
Total P&L (%) | 327.5982 | 51.2699 | 276.3283 | 366.6705 | 44.771 | 321.8995 |
Avg Daily Profit (%) | 0.2136 | 0.0334 | 0.1802 | 0.1005 | 0.0241 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95035 | -84588 | -81803 | -306342 | -209251 | -238611 |
Profit Factor | 1.7746 | 1.1962 | 2.7104 | 1.3478 | 1.0769 | 1.6823 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 20 | 15 | 5 | 20 | 15 | 5 |
Profitability (%) | 73.3333 | 60.5263 | 86.4865 | 73.3333 | 60.5263 | 86.4865 |
Ratio Avg Win / Avg Loss | 0.6453 | 0.7801 | 0.4235 | 0.4901 | 0.7023 | 0.2629 |
Largest Winning Trade | 39045 | 39045 | 36253 | 131045 | 131045 | 102395 |
Largest Losing Trade | -59785 | -59785 | -44505 | -160342 | -160342 | -146000 |
Avg Bars in Trades | 118 | 150 | 85 | 118 | 150 | 85 |
Avg Bars in Winners | 66 | 72 | 61 | 66 | 72 | 61 |
Avg Bars in Losers | 262 | 271 | 234 | 262 | 271 | 234 |
Bars Traded | 8885 | 5730 | 3155 | 8885 | 5730 | 3155 |
Profit Streak | 85.3326 | 85.3326 | 289.9993 | 85.3326 | 85.3326 | 289.9993 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48063 | -153091 | 568948 | -116495 | -297299 | -61224 |
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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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