Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435443.2651 | 231229.1562 | 204214.109 | 744579.9066 | 400690.9835 | 343888.9231 |
Total P&L (%) | 435.4433 | 231.2292 | 204.2141 | 744.5799 | 400.691 | 343.8889 |
Avg Daily Profit (%) | 0.4257 | 0.226 | 0.1996 | 0.2088 | 0.1576 | 0.1458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54428 | -68889 | -39008 | -124171 | -124171 | -21067 |
Profit Factor | 2.4511 | 2.3571 | 2.5745 | 3.2613 | 2.8844 | 3.9484 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 13 | 9 | 4 | 13 | 9 | 4 |
Profitability (%) | 77.193 | 67.8571 | 86.2069 | 77.193 | 67.8571 | 86.2069 |
Ratio Avg Win / Avg Loss | 0.7242 | 1.1165 | 0.4119 | 0.9636 | 1.3663 | 0.6317 |
Largest Winning Trade | 73276 | 73276 | 30730 | 302878 | 302878 | 128365 |
Largest Losing Trade | -85009 | -46356 | -85009 | -124171 | -124171 | -85009 |
Avg Bars in Trades | 99 | 128 | 72 | 99 | 128 | 72 |
Avg Bars in Winners | 58 | 62 | 56 | 58 | 62 | 56 |
Avg Bars in Losers | 238 | 267 | 172 | 238 | 267 | 172 |
Bars Traded | 5691 | 3590 | 2101 | 5691 | 3590 | 2101 |
Profit Streak | 101.159 | 101.159 | 285.4924 | 101.159 | 101.159 | 285.4924 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163097 | -6560 | 561595 | -162970 | -6127 | 420666 |
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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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