Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301880.3643 | 119968.6442 | 181911.7201 | 492892.1508 | 297646.583 | 195245.5678 |
Total P&L (%) | 301.8804 | 119.9686 | 181.9117 | 492.8922 | 297.6466 | 195.2456 |
Avg Daily Profit (%) | 0.16 | 0.0636 | 0.0964 | 0.0944 | 0.0732 | 0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79626 | -35142 | -79626 | -545969 | -99584 | -545969 |
Profit Factor | 2.3646 | 2.2113 | 2.4889 | 1.5379 | 2.0178 | 1.313 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 14 | 10 | 4 | 14 | 10 | 4 |
Profitability (%) | 85.1064 | 78.7234 | 91.4894 | 85.1064 | 78.7234 | 91.4894 |
Ratio Avg Win / Avg Loss | 0.4138 | 0.5976 | 0.2315 | 0.2691 | 0.5453 | 0.1221 |
Largest Winning Trade | 26649 | 20253 | 26649 | 98071 | 85337 | 98071 |
Largest Losing Trade | -79626 | -25044 | -79626 | -545969 | -72733 | -545969 |
Avg Bars in Trades | 33 | 20 | 45 | 33 | 20 | 45 |
Avg Bars in Winners | 17 | 9 | 24 | 17 | 9 | 24 |
Avg Bars in Losers | 122 | 62 | 272 | 122 | 62 | 272 |
Bars Traded | 3112 | 975 | 2137 | 3112 | 975 | 2137 |
Profit Streak | 87.4635 | 87.4635 | 238.4635 | 87.4635 | 87.4635 | 238.4635 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550142 | -101944 | -55734 | -60804 | -89510 | -111234 |
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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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