Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362491.6372 | 39659.4386 | 322832.1985 | 1613991.5023 | 187970.5283 | 1426020.974 |
Total P&L (%) | 362.4916 | 39.6594 | 322.8322 | 1613.9915 | 187.9705 | 1426.021 |
Avg Daily Profit (%) | 0.237 | 0.0259 | 0.2111 | 0.1859 | 0.0692 | 0.1783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61401 | -67948 | -29143 | -279192 | -184995 | -292672 |
Profit Factor | 2.9034 | 1.2711 | 8.3141 | 2.4092 | 1.253 | 4.5455 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 23 | 16 | 7 | 23 | 16 | 7 |
Profitability (%) | 66.6667 | 54.2857 | 79.4118 | 66.6667 | 54.2857 | 79.4118 |
Ratio Avg Win / Avg Loss | 1.4517 | 1.0704 | 2.1555 | 1.2046 | 1.0551 | 1.1785 |
Largest Winning Trade | 63195 | 63195 | 34382 | 193935 | 193935 | 185363 |
Largest Losing Trade | -41117 | -41117 | -26250 | -264446 | -171903 | -264446 |
Avg Bars in Trades | 38 | 21 | 55 | 38 | 21 | 55 |
Avg Bars in Winners | 36 | 17 | 50 | 36 | 17 | 50 |
Avg Bars in Losers | 41 | 26 | 76 | 41 | 26 | 76 |
Bars Traded | 2643 | 750 | 1893 | 2643 | 750 | 1893 |
Profit Streak | 0 | 0 | 196.3526 | 0 | 0 | 196.3526 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91469 | -159754 | 770385 | -92442 | -99951 | 696915 |
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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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