Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410969.9813 | 109000.2311 | 301969.7503 | 527639.2179 | 85026.3603 | 442612.8576 |
Total P&L (%) | 410.97 | 109.0002 | 301.9698 | 527.6392 | 85.0264 | 442.6129 |
Avg Daily Profit (%) | 0.2783 | 0.0738 | 0.2045 | 0.1245 | 0.0417 | 0.1146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140198 | -34603 | -130926 | -1317969 | -319745 | -1131065 |
Profit Factor | 2.1339 | 2.1056 | 2.1444 | 1.2469 | 1.1484 | 1.283 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 74.1573 | 71.1111 | 77.2727 | 74.1573 | 71.1111 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.7436 | 0.8554 | 0.6307 | 0.4345 | 0.4665 | 0.3773 |
Largest Winning Trade | 33089 | 20260 | 33089 | 327681 | 109027 | 327681 |
Largest Losing Trade | -87258 | -20106 | -87258 | -646001 | -205049 | -646001 |
Avg Bars in Trades | 185 | 62 | 311 | 185 | 62 | 311 |
Avg Bars in Winners | 118 | 41 | 190 | 118 | 41 | 190 |
Avg Bars in Losers | 379 | 114 | 724 | 379 | 114 | 724 |
Bars Traded | 16521 | 2799 | 13722 | 16521 | 2799 | 13722 |
Profit Streak | 56.3928 | 227.0594 | 0 | 56.3928 | 227.0594 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496066 | -88899 | 451962 | -24124 | -191965 | -38096 |
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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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