Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327115.8895 | 78751.4912 | 248364.3983 | 496724.7481 | 92003.3203 | 404721.4278 |
Total P&L (%) | 327.1159 | 78.7515 | 248.3644 | 496.7247 | 92.0033 | 404.7214 |
Avg Daily Profit (%) | 0.2195 | 0.0528 | 0.1667 | 0.1199 | 0.0438 | 0.1087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72292 | -57365 | -71853 | -443834 | -305946 | -467332 |
Profit Factor | 2.2674 | 1.6332 | 2.857 | 1.3512 | 1.1484 | 1.5096 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 79.0123 | 75.6098 | 82.5 | 79.0123 | 75.6098 | 82.5 |
Ratio Avg Win / Avg Loss | 0.6023 | 0.5269 | 0.606 | 0.3589 | 0.3704 | 0.3202 |
Largest Winning Trade | 31153 | 28699 | 31153 | 94783 | 62012 | 94783 |
Largest Losing Trade | -71853 | -57365 | -71853 | -443072 | -305946 | -443072 |
Avg Bars in Trades | 64 | 26 | 103 | 64 | 26 | 103 |
Avg Bars in Winners | 41 | 13 | 67 | 41 | 13 | 67 |
Avg Bars in Losers | 151 | 67 | 272 | 151 | 67 | 272 |
Bars Traded | 5224 | 1089 | 4135 | 5224 | 1089 | 4135 |
Profit Streak | 223.3221 | 223.3221 | 254.8221 | 223.3221 | 223.3221 | 254.8221 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1434 | -117018 | 560528 | -44920 | -188394 | -42633 |
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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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