Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294245.511 | 59605.1086 | 234640.4024 | 899333.3714 | 344752.1643 | 554581.2071 |
Total P&L (%) | 294.2455 | 59.6051 | 234.6404 | 899.3334 | 344.7522 | 554.5812 |
Avg Daily Profit (%) | 0.2269 | 0.046 | 0.1809 | 0.1776 | 0.1151 | 0.145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56710 | -27339 | -38323 | -472167 | -65831 | -472167 |
Profit Factor | 2.479 | 1.6915 | 3.0809 | 2.1186 | 2.9601 | 1.8829 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 14 | 10 | 4 | 14 | 10 | 4 |
Profitability (%) | 79.7101 | 71.4286 | 88.2353 | 79.7101 | 71.4286 | 88.2353 |
Ratio Avg Win / Avg Loss | 0.631 | 0.6766 | 0.4108 | 0.5393 | 1.184 | 0.2511 |
Largest Winning Trade | 32766 | 25732 | 32766 | 115417 | 72321 | 115417 |
Largest Losing Trade | -38323 | -25850 | -38323 | -472167 | -45276 | -472167 |
Avg Bars in Trades | 35 | 3 | 69 | 35 | 3 | 69 |
Avg Bars in Winners | 27 | 2 | 49 | 27 | 2 | 49 |
Avg Bars in Losers | 66 | 6 | 217 | 66 | 6 | 217 |
Bars Traded | 2468 | 116 | 2352 | 2468 | 116 | 2352 |
Profit Streak | 11.0313 | 11.0313 | 104.5313 | 11.0313 | 11.0313 | 104.5313 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91257 | -128110 | 597367 | -91957 | -31073 | 277902 |
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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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