Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331025.2763 | 56214.166 | 274811.1103 | 956225.1472 | 70399.5652 | 885825.582 |
Total P&L (%) | 331.0253 | 56.2142 | 274.8111 | 956.2251 | 70.3996 | 885.8256 |
Avg Daily Profit (%) | 0.2226 | 0.0378 | 0.1848 | 0.1587 | 0.0358 | 0.154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64514 | -51852 | -69519 | -627410 | -345761 | -686982 |
Profit Factor | 2.2997 | 1.4121 | 3.3231 | 1.5392 | 1.0834 | 1.9534 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 17 | 12 | 5 | 17 | 12 | 5 |
Profitability (%) | 84.4037 | 78.1818 | 90.7407 | 84.4037 | 78.1818 | 90.7407 |
Ratio Avg Win / Avg Loss | 0.4249 | 0.3941 | 0.3391 | 0.2844 | 0.3023 | 0.1993 |
Largest Winning Trade | 27181 | 15568 | 27181 | 150874 | 61935 | 150874 |
Largest Losing Trade | -64514 | -45160 | -64514 | -627410 | -318807 | -627410 |
Avg Bars in Trades | 23 | 12 | 35 | 23 | 12 | 35 |
Avg Bars in Winners | 10 | 5 | 15 | 10 | 5 | 15 |
Avg Bars in Losers | 94 | 36 | 233 | 94 | 36 | 233 |
Bars Traded | 2596 | 680 | 1916 | 2596 | 680 | 1916 |
Profit Streak | 199.9809 | 199.9809 | 250.9809 | 199.9809 | 199.9809 | 250.9809 |
Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581756 | -318903 | -162587 | 515099 | -450152 | -165077 |
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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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