Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357485.8931 | 61624.0581 | 295861.835 | 1724102.4513 | 317664.2773 | 1406438.174 |
Total P&L (%) | 357.4859 | 61.6241 | 295.8618 | 1724.1025 | 317.6643 | 1406.4382 |
Avg Daily Profit (%) | 0.2137 | 0.0368 | 0.1769 | 0.1737 | 0.0855 | 0.1623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54566 | -27306 | -54566 | -414811 | -83216 | -414811 |
Profit Factor | 4.2762 | 2.2386 | 5.984 | 3.6506 | 2.5 | 4.206 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 8 | 5 | 3 | 8 | 5 | 3 |
Profitability (%) | 86.8852 | 83.871 | 90 | 86.8852 | 83.871 | 90 |
Ratio Avg Win / Avg Loss | 0.6455 | 0.4305 | 0.6649 | 0.551 | 0.4808 | 0.4673 |
Largest Winning Trade | 39391 | 24829 | 39391 | 258192 | 59514 | 258192 |
Largest Losing Trade | -54566 | -27306 | -54566 | -414811 | -83216 | -414811 |
Avg Bars in Trades | 61 | 6 | 118 | 61 | 6 | 118 |
Avg Bars in Winners | 45 | 3 | 85 | 45 | 3 | 85 |
Avg Bars in Losers | 167 | 21 | 411 | 167 | 21 | 411 |
Bars Traded | 3745 | 198 | 3547 | 3745 | 198 | 3547 |
Profit Streak | 185.6807 | 185.6807 | 546.6807 | 185.6807 | 185.6807 | 546.6807 |
Trades During Streak | 2 | 1 | 12 | 2 | 1 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148244 | -137669 | 700293 | -148628 | -71730 | 663865 |
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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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