Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350079.5074 | 91572.097 | 258507.4105 | 1799728.0929 | 309211.2574 | 1490516.8354 |
Total P&L (%) | 350.0795 | 91.5721 | 258.5074 | 1799.7281 | 309.2113 | 1490.5168 |
Avg Daily Profit (%) | 0.1472 | 0.0385 | 0.1087 | 0.1239 | 0.0593 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51012 | -35161 | -38461 | -612109 | -373677 | -612109 |
Profit Factor | 2.8276 | 2.0345 | 3.5091 | 1.8166 | 1.3406 | 2.1501 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
Losing Trades | 30 | 22 | 8 | 30 | 22 | 8 |
Profitability (%) | 77.0992 | 66.6667 | 87.6923 | 77.0992 | 66.6667 | 87.6923 |
Ratio Avg Win / Avg Loss | 0.8399 | 1.0172 | 0.4925 | 0.5396 | 0.6703 | 0.3018 |
Largest Winning Trade | 24403 | 23372 | 24403 | 321015 | 95288 | 321015 |
Largest Losing Trade | -35161 | -35161 | -32509 | -612109 | -373677 | -612109 |
Avg Bars in Trades | 47 | 14 | 81 | 47 | 14 | 81 |
Avg Bars in Winners | 20 | 6 | 30 | 20 | 6 | 30 |
Avg Bars in Losers | 139 | 29 | 445 | 139 | 29 | 445 |
Bars Traded | 6228 | 929 | 5299 | 6228 | 929 | 5299 |
Profit Streak | 248.5254 | 431.5254 | 248.5254 | 248.5254 | 431.5254 | 248.5254 |
Trades During Streak | 5 | 8 | 2 | 5 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416961 | -259032 | -170051 | -21042 | -235446 | -161979 |
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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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