Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289271.4594 | 25165.945 | 264105.5144 | 837146.0855 | 76281.6175 | 760864.468 |
Total P&L (%) | 289.2715 | 25.1659 | 264.1055 | 837.1461 | 76.2816 | 760.8645 |
Avg Daily Profit (%) | 0.1942 | 0.0169 | 0.1773 | 0.1503 | 0.0381 | 0.1446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62522 | -50360 | -63093 | -461519 | -261774 | -465035 |
Profit Factor | 2.6959 | 1.3243 | 3.8407 | 1.8039 | 1.1987 | 2.1571 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 13 | 10 | 3 | 13 | 10 | 3 |
Profitability (%) | 81.1594 | 71.4286 | 91.1765 | 81.1594 | 71.4286 | 91.1765 |
Ratio Avg Win / Avg Loss | 0.6258 | 0.5297 | 0.3717 | 0.4188 | 0.4795 | 0.2088 |
Largest Winning Trade | 34034 | 14727 | 34034 | 157032 | 57230 | 157032 |
Largest Losing Trade | -50387 | -18053 | -50387 | -358225 | -90759 | -358225 |
Avg Bars in Trades | 56 | 6 | 108 | 56 | 6 | 108 |
Avg Bars in Winners | 48 | 3 | 84 | 48 | 3 | 84 |
Avg Bars in Losers | 91 | 11 | 357 | 91 | 11 | 357 |
Bars Traded | 3891 | 214 | 3677 | 3891 | 214 | 3677 |
Profit Streak | 241.5664 | 241.5664 | 643.233 | 241.5664 | 241.5664 | 643.233 |
Trades During Streak | 12 | 6 | 15 | 12 | 6 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90507 | -170785 | 649880 | -92187 | -141191 | 295812 |
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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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