Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285158.8468 | 191016.037 | 94142.8098 | 275190.978 | 182030.2056 | 93160.7724 |
Total P&L (%) | 285.1588 | 191.016 | 94.1428 | 275.191 | 182.0302 | 93.1608 |
Avg Daily Profit (%) | 0.2738 | 0.1834 | 0.0904 | 0.127 | 0.0996 | 0.0632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79613 | -45031 | -87845 | -107781 | -120123 | -119384 |
Profit Factor | 1.9054 | 2.5664 | 1.4878 | 1.6333 | 2.016 | 1.3648 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 77.1429 | 77.1429 | 77.1429 | 77.1429 | 77.1429 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.5646 | 0.7604 | 0.4408 | 0.4839 | 0.5973 | 0.4044 |
Largest Winning Trade | 35201 | 35201 | 19065 | 52656 | 51647 | 52656 |
Largest Losing Trade | -79613 | -33404 | -79613 | -107232 | -94926 | -107232 |
Avg Bars in Trades | 352 | 386 | 318 | 352 | 386 | 318 |
Avg Bars in Winners | 221 | 252 | 191 | 221 | 252 | 191 |
Avg Bars in Losers | 794 | 839 | 750 | 794 | 839 | 750 |
Bars Traded | 24697 | 13538 | 11159 | 24697 | 13538 | 11159 |
Profit Streak | 29.1016 | 78.685 | 29.1016 | 29.1016 | 78.685 | 29.1016 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84388 | 521010 | -68218 | -116606 | -54086 | -105178 |
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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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