Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284355.0615 | 23681.2658 | 260673.7957 | 303238.8802 | 300846.7886 | 2392.0916 |
Total P&L (%) | 284.3551 | 23.6813 | 260.6738 | 303.2389 | 300.8468 | 2.3921 |
Avg Daily Profit (%) | 0.1866 | 0.0155 | 0.171 | 0.0915 | 0.0911 | 0.0016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100435 | -72603 | -74967 | -1349685 | -262557 | -1171344 |
Profit Factor | 1.9215 | 1.1767 | 2.4935 | 1.1417 | 1.6335 | 1.0014 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 61.194 | 58.8235 | 63.6364 | 61.194 | 58.8235 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.2185 | 0.8237 | 1.4249 | 0.724 | 1.1434 | 0.5722 |
Largest Winning Trade | 63057 | 23384 | 63057 | 272637 | 168960 | 272637 |
Largest Losing Trade | -70060 | -24224 | -70060 | -1115027 | -102939 | -1115027 |
Avg Bars in Trades | 117 | 34 | 202 | 117 | 34 | 202 |
Avg Bars in Winners | 96 | 30 | 158 | 96 | 30 | 158 |
Avg Bars in Losers | 150 | 39 | 280 | 150 | 39 | 280 |
Bars Traded | 7859 | 1169 | 6690 | 7859 | 1169 | 6690 |
Profit Streak | 80.6003 | 181.267 | 0 | 80.6003 | 181.267 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108947 | -201900 | 459280 | -256094 | -66829 | -575386 |
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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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