Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278228.3951 | 79291.0201 | 198937.3749 | 364837.3185 | 37720.7015 | 327116.617 |
Total P&L (%) | 278.2284 | 79.291 | 198.9374 | 364.8373 | 37.7207 | 327.1166 |
Avg Daily Profit (%) | 0.1865 | 0.0532 | 0.1334 | 0.1031 | 0.0215 | 0.0974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84593 | -90461 | -33564 | -532312 | -506770 | -143471 |
Profit Factor | 1.9708 | 1.4114 | 3.1188 | 1.3277 | 1.0521 | 1.8385 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 10 | 5 | 5 | 10 | 5 | 5 |
Profitability (%) | 89.899 | 89.7959 | 90 | 89.899 | 89.7959 | 90 |
Ratio Avg Win / Avg Loss | 0.2214 | 0.1604 | 0.3465 | 0.1492 | 0.1196 | 0.2043 |
Largest Winning Trade | 26115 | 20586 | 26115 | 76896 | 66470 | 76896 |
Largest Losing Trade | -60843 | -60843 | -29569 | -409141 | -409141 | -143471 |
Avg Bars in Trades | 25 | 31 | 20 | 25 | 31 | 20 |
Avg Bars in Winners | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Losers | 157 | 223 | 90 | 157 | 223 | 90 |
Bars Traded | 2573 | 1561 | 1011 | 2573 | 1561 | 1011 |
Profit Streak | 16.1191 | 153.1191 | 16.1191 | 16.1191 | 153.1191 | 16.1191 |
Trades During Streak | 10 | 12 | 5 | 10 | 12 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571571 | -116276 | -185111 | -49387 | -324899 | -235568 |
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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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