Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704074.9798 | 564871.6366 | 139203.3432 | 1282810.6564 | 1144751.2291 | 138059.4274 |
Total P&L (%) | 704.075 | 564.8716 | 139.2033 | 1282.8107 | 1144.7512 | 138.0594 |
Avg Daily Profit (%) | 0.3068 | 0.2461 | 0.0607 | 0.1145 | 0.1099 | 0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164158 | -154137 | -110306 | -809587 | -373389 | -585870 |
Profit Factor | 2.2839 | 2.6055 | 1.7082 | 1.8211 | 2.4085 | 1.1842 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 45.9016 | 35.4839 | 56.6667 | 45.9016 | 35.4839 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.6917 | 4.7373 | 1.3063 | 2.1462 | 4.3791 | 0.9055 |
Largest Winning Trade | 252477 | 252477 | 50525 | 626613 | 626613 | 302533 |
Largest Losing Trade | -38564 | -31346 | -38564 | -337366 | -110560 | -337366 |
Avg Bars in Trades | 140 | 158 | 122 | 140 | 158 | 122 |
Avg Bars in Winners | 187 | 238 | 153 | 187 | 238 | 153 |
Avg Bars in Losers | 101 | 114 | 80 | 101 | 114 | 80 |
Bars Traded | 8584 | 4923 | 3661 | 8584 | 4923 | 3661 |
Profit Streak | 327.9653 | 360.2153 | 327.9653 | 327.9653 | 360.2153 | 327.9653 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152909 | 326096 | -108024 | -202450 | -45568 | -160234 |
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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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