Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101466.3963 | 154681.5847 | -53215.1884 | 2341843.2013 | 460018.0863 | 1881825.115 |
Total P&L (%) | 101.4664 | 154.6816 | -53.2152 | 2341.8432 | 460.0181 | 1881.8251 |
Avg Daily Profit (%) | 0.0467 | 0.0712 | -0.0245 | 0.1472 | 0.0793 | 0.1376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267005 | -119896 | -325850 | -746473 | -916437 | -334445 |
Profit Factor | 1.1469 | 1.6429 | 0.8818 | 2.1307 | 1.3218 | 3.9331 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 97 | 47 | 50 | 89 | 43 | 46 |
Losing Trades | 17 | 10 | 7 | 25 | 14 | 11 |
Profitability (%) | 85.0877 | 82.4561 | 87.7193 | 78.0702 | 75.4386 | 80.7018 |
Ratio Avg Win / Avg Loss | 0.201 | 0.3496 | 0.1234 | 0.5985 | 0.4303 | 0.9405 |
Largest Winning Trade | 35682 | 35682 | 25478 | 485697 | 109769 | 485697 |
Largest Losing Trade | -266476 | -50019 | -266476 | -339450 | -339450 | -182041 |
Avg Bars in Trades | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Winners | 15 | 13 | 18 | 18 | 12 | 24 |
Avg Bars in Losers | 142 | 142 | 142 | 92 | 106 | 74 |
Bars Traded | 3968 | 2044 | 1923 | 3968 | 2044 | 1923 |
Profit Streak | 289.3489 | 380.8489 | 289.3489 | 289.3489 | 380.8489 | 289.3489 |
Trades During Streak | 28 | 17 | 14 | 28 | 17 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184360 | -271895 | -754630 | 401204 | -263665 | -179266 |
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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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