Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306275.0402 | 38370.7418 | 267904.2984 | 161626.8059 | 48603.8018 | 113023.0041 |
Total P&L (%) | 306.275 | 38.3707 | 267.9043 | 161.6268 | 48.6038 | 113.023 |
Avg Daily Profit (%) | 0.2006 | 0.0251 | 0.1755 | 0.063 | 0.026 | 0.0495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124135 | -77294 | -66002 | -704848 | -290996 | -542424 |
Profit Factor | 1.7921 | 1.1634 | 2.7638 | 1.0951 | 1.0636 | 1.1209 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 68.4211 | 60.7143 | 75.8621 | 68.4211 | 60.7143 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.8271 | 0.7528 | 0.8794 | 0.5054 | 0.6882 | 0.3566 |
Largest Winning Trade | 55820 | 55820 | 48266 | 149834 | 116062 | 149834 |
Largest Losing Trade | -66002 | -62943 | -66002 | -542424 | -218040 | -542424 |
Avg Bars in Trades | 75 | 88 | 62 | 75 | 88 | 62 |
Avg Bars in Winners | 59 | 68 | 53 | 59 | 68 | 53 |
Avg Bars in Losers | 109 | 120 | 92 | 109 | 120 | 92 |
Bars Traded | 4306 | 2485 | 1821 | 4306 | 2485 | 1821 |
Profit Streak | 78.3556 | 78.3556 | 129.0223 | 78.3556 | 78.3556 | 129.0223 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167494 | -223179 | 509930 | -402102 | -331027 | -211708 |
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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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