Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293740.8302 | 208800.7915 | 84940.0387 | 607455.0436 | 747521.5783 | -140066.5347 |
Total P&L (%) | 293.7408 | 208.8008 | 84.94 | 607.455 | 747.5216 | -140.0665 |
Avg Daily Profit (%) | 0.2077 | 0.1476 | 0.0601 | 0.1384 | 0.1512 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89761 | -48834 | -52585 | -1156277 | -531565 | -689877 |
Profit Factor | 1.9165 | 2.1261 | 1.6288 | 1.2506 | 1.6478 | 0.8897 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Losing Trades | 21 | 8 | 13 | 21 | 8 | 13 |
Profitability (%) | 83.7209 | 87.5 | 80 | 83.7209 | 87.5 | 80 |
Ratio Avg Win / Avg Loss | 0.3727 | 0.3037 | 0.4072 | 0.2432 | 0.2354 | 0.2224 |
Largest Winning Trade | 29097 | 29097 | 21562 | 214356 | 214356 | 158461 |
Largest Losing Trade | -48834 | -48834 | -43193 | -606087 | -361457 | -606087 |
Avg Bars in Trades | 37 | 64 | 10 | 37 | 64 | 10 |
Avg Bars in Winners | 10 | 16 | 4 | 10 | 16 | 4 |
Avg Bars in Losers | 173 | 403 | 31 | 173 | 403 | 31 |
Bars Traded | 4806 | 4153 | 653 | 4806 | 4153 | 653 |
Profit Streak | 57.7852 | 77.5352 | 57.7852 | 57.7852 | 77.5352 | 57.7852 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539570 | -127817 | -238549 | -3283 | -125133 | -706893 |
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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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