Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438480.8067 | 359479.9829 | 79000.8238 | 377832.9456 | 143606.6905 | 234226.2552 |
Total P&L (%) | 438.4808 | 359.48 | 79.0008 | 377.8329 | 143.6067 | 234.2263 |
Avg Daily Profit (%) | 0.2105 | 0.1726 | 0.0379 | 0.0751 | 0.0427 | 0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150466 | -144389 | -18382 | -2593010 | -2622319 | -176117 |
Profit Factor | 2.0594 | 2.0059 | 2.3978 | 1.081 | 1.0341 | 1.514 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 64.2857 | 61.9048 | 66.6667 | 64.2857 | 61.9048 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.1441 | 1.2344 | 1.1989 | 0.6006 | 0.6364 | 0.757 |
Largest Winning Trade | 190338 | 190338 | 19285 | 1194078 | 1194078 | 107742 |
Largest Losing Trade | -59872 | -59872 | -16872 | -1679256 | -1679256 | -175548 |
Avg Bars in Trades | 288 | 561 | 16 | 288 | 561 | 16 |
Avg Bars in Winners | 181 | 361 | 13 | 181 | 361 | 13 |
Avg Bars in Losers | 482 | 885 | 22 | 482 | 885 | 22 |
Bars Traded | 24270 | 23577 | 693 | 24270 | 23577 | 693 |
Profit Streak | 80.186 | 80.186 | 81.436 | 80.186 | 80.186 | 81.436 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515858 | 454906 | -134941 | -221934 | -317915 | -111985 |
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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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