Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408715.6013 | 282100.766 | 126614.8353 | 519499.8765 | -296862.1488 | 816362.0252 |
Total P&L (%) | 408.7156 | 282.1008 | 126.6148 | 519.4999 | -296.8621 | 816.362 |
Avg Daily Profit (%) | 0.1849 | 0.1276 | 0.0573 | 0.0826 | 0 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117718 | -116812 | -66994 | -1829811 | -1832849 | -200489 |
Profit Factor | 2.0165 | 2.4486 | 1.6107 | 1.1841 | 0.864 | 2.2766 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 70.0935 | 73.5849 | 66.6667 | 70.0935 | 73.5849 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8604 | 0.879 | 0.8053 | 0.5052 | 0.3102 | 1.1383 |
Largest Winning Trade | 74514 | 74514 | 34709 | 442563 | 442563 | 214089 |
Largest Losing Trade | -80043 | -80043 | -66994 | -1678533 | -1678533 | -162548 |
Avg Bars in Trades | 38 | 63 | 13 | 38 | 63 | 13 |
Avg Bars in Winners | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Losers | 98 | 202 | 18 | 98 | 202 | 18 |
Bars Traded | 4089 | 3365 | 724 | 4089 | 3365 | 724 |
Profit Streak | 82.2489 | 82.2489 | 291.7489 | 82.2489 | 82.2489 | 291.7489 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470877 | -197162 | -292372 | -97494 | -757218 | -231676 |
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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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