Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703374.2924 | 620252.3326 | 83121.9598 | 384892.7607 | 251758.8224 | 133133.9383 |
Total P&L (%) | 703.3743 | 620.2523 | 83.122 | 384.8928 | 251.7588 | 133.1339 |
Avg Daily Profit (%) | 0.3755 | 0.3311 | 0.0444 | 0.0843 | 0.0672 | 0.0452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162182 | -156333 | -23737 | -1291896 | -1214895 | -168636 |
Profit Factor | 2.829 | 2.9841 | 2.1551 | 1.2091 | 1.1678 | 1.3911 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 53.5211 | 45.7143 | 61.1111 | 53.5211 | 45.7143 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.4567 | 3.5436 | 1.3714 | 1.05 | 1.3868 | 0.8852 |
Largest Winning Trade | 597222 | 597222 | 26846 | 716349 | 716349 | 142588 |
Largest Losing Trade | -63239 | -63239 | -18345 | -888248 | -888248 | -168636 |
Avg Bars in Trades | 74 | 145 | 5 | 74 | 145 | 5 |
Avg Bars in Winners | 81 | 184 | 6 | 81 | 184 | 6 |
Avg Bars in Losers | 66 | 112 | 3 | 66 | 112 | 3 |
Bars Traded | 5275 | 5085 | 190 | 5275 | 5085 | 190 |
Profit Streak | 169.3449 | 372.0116 | 169.3449 | 169.3449 | 372.0116 | 169.3449 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74638 | 523528 | -128359 | -170438 | -139515 | -131276 |
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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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