Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373830.546 | 46637.7219 | 327192.8241 | 1089512.0068 | 204379.7997 | 885132.2071 |
Total P&L (%) | 373.8305 | 46.6377 | 327.1928 | 1089.512 | 204.3798 | 885.1322 |
Avg Daily Profit (%) | 0.2453 | 0.0306 | 0.2147 | 0.1626 | 0.0731 | 0.1502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94379 | -55358 | -84015 | -2235293 | -572078 | -2021910 |
Profit Factor | 2.2198 | 1.2639 | 3.5221 | 1.2428 | 1.1073 | 1.3427 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 59.7015 | 52.9412 | 66.6667 | 59.7015 | 52.9412 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4984 | 1.1235 | 1.761 | 0.8389 | 0.9842 | 0.6713 |
Largest Winning Trade | 54213 | 29050 | 54213 | 411819 | 411819 | 381108 |
Largest Losing Trade | -61171 | -21711 | -61171 | -1758605 | -305511 | -1758605 |
Avg Bars in Trades | 85 | 30 | 141 | 85 | 30 | 141 |
Avg Bars in Winners | 76 | 26 | 116 | 76 | 26 | 116 |
Avg Bars in Losers | 98 | 34 | 192 | 98 | 34 | 192 |
Bars Traded | 5709 | 1030 | 4679 | 5709 | 1030 | 4679 |
Profit Streak | 14.4084 | 17.9084 | 0 | 14.4084 | 17.9084 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108028 | -152849 | 597354 | -113364 | -198671 | 303329 |
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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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