Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384420.0638 | 149366.7066 | 235053.3573 | 1003867.3204 | 334917.3621 | 668949.9583 |
Total P&L (%) | 384.4201 | 149.3667 | 235.0534 | 1003.8673 | 334.9174 | 668.95 |
Avg Daily Profit (%) | 0.2307 | 0.0897 | 0.1411 | 0.1442 | 0.0883 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84373 | -84373 | -13692 | -352415 | -364799 | -29273 |
Profit Factor | 3.5401 | 2.1197 | 14.1043 | 3.002 | 1.7223 | 18.7062 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 9 | 4 | 5 | 9 | 4 | 5 |
Profitability (%) | 87.6712 | 88.8889 | 86.4865 | 87.6712 | 88.8889 | 86.4865 |
Ratio Avg Win / Avg Loss | 0.4978 | 0.265 | 2.2038 | 0.4222 | 0.2153 | 2.9228 |
Largest Winning Trade | 30588 | 30588 | 23071 | 137369 | 137369 | 108589 |
Largest Losing Trade | -84373 | -84373 | -13692 | -352415 | -352415 | -29273 |
Avg Bars in Trades | 34 | 47 | 22 | 34 | 47 | 22 |
Avg Bars in Winners | 11 | 8 | 15 | 11 | 8 | 15 |
Avg Bars in Losers | 198 | 356 | 72 | 198 | 356 | 72 |
Bars Traded | 2547 | 1698 | 849 | 2547 | 1698 | 849 |
Profit Streak | 350.1936 | 350.1936 | 540.1936 | 350.1936 | 350.1936 | 540.1936 |
Trades During Streak | 17 | 8 | 12 | 17 | 8 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57951 | -65818 | 364304 | -66887 | -68428 | -14227 |
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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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