Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308521.9547 | 152576.6711 | 155945.2836 | 283846.2517 | 24496.0347 | 259350.217 |
Total P&L (%) | 308.522 | 152.5767 | 155.9453 | 283.8463 | 24.496 | 259.3502 |
Avg Daily Profit (%) | 0.2988 | 0.1478 | 0.151 | 0.1304 | 0.0212 | 0.124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88366 | -92099 | -10284 | -340403 | -344501 | -18866 |
Profit Factor | 2.354 | 1.7513 | 7.2931 | 1.5343 | 1.0497 | 7.6905 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 7 | 4 | 3 | 7 | 4 | 3 |
Profitability (%) | 89.0625 | 87.5 | 90.625 | 89.0625 | 87.5 | 90.625 |
Ratio Avg Win / Avg Loss | 0.2891 | 0.2502 | 0.7545 | 0.1884 | 0.15 | 0.7956 |
Largest Winning Trade | 47860 | 47860 | 19732 | 57889 | 57889 | 47565 |
Largest Losing Trade | -69614 | -69614 | -10284 | -272916 | -272916 | -18866 |
Avg Bars in Trades | 57 | 105 | 9 | 57 | 105 | 9 |
Avg Bars in Winners | 13 | 21 | 6 | 13 | 21 | 6 |
Avg Bars in Losers | 412 | 692 | 39 | 412 | 692 | 39 |
Bars Traded | 3668 | 3366 | 302 | 3668 | 3366 | 302 |
Profit Streak | 92.5097 | 92.5097 | 303.7597 | 92.5097 | 92.5097 | 303.7597 |
Trades During Streak | 9 | 4 | 10 | 9 | 4 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126947 | 387203 | 706126 | -156264 | -329891 | -15110 |
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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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