Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290211.7803 | 35284.615 | 254927.1653 | 549175.1921 | -79696.3242 | 628871.5164 |
Total P&L (%) | 290.2118 | 35.2846 | 254.9272 | 549.1752 | -79.6963 | 628.8715 |
Avg Daily Profit (%) | 0.1946 | 0.0237 | 0.1709 | 0.1255 | -0.1069 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72808 | -56783 | -82347 | -648116 | -434825 | -624191 |
Profit Factor | 2.1328 | 1.2723 | 3.0137 | 1.3689 | 0.8896 | 1.8199 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 22 | 16 | 6 | 22 | 16 | 6 |
Profitability (%) | 81.5126 | 73.3333 | 89.8305 | 81.5126 | 73.3333 | 89.8305 |
Ratio Avg Win / Avg Loss | 0.4837 | 0.4626 | 0.3412 | 0.3105 | 0.3235 | 0.206 |
Largest Winning Trade | 29759 | 14268 | 29759 | 120151 | 94047 | 120151 |
Largest Losing Trade | -69539 | -35525 | -69539 | -555181 | -307088 | -555181 |
Avg Bars in Trades | 43 | 13 | 74 | 43 | 13 | 74 |
Avg Bars in Winners | 21 | 5 | 35 | 21 | 5 | 35 |
Avg Bars in Losers | 140 | 36 | 419 | 140 | 36 | 419 |
Bars Traded | 5190 | 817 | 4373 | 5190 | 817 | 4373 |
Profit Streak | 208.8534 | 208.8534 | 254.8534 | 208.8534 | 208.8534 | 254.8534 |
Trades During Streak | 6 | 3 | 11 | 6 | 3 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537058 | -330170 | -159955 | -20136 | -745296 | -184304 |
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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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