Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240421.9098 | 14121.1612 | 226300.7485 | 630220.0989 | 101508.2546 | 528711.8442 |
Total P&L (%) | 240.4219 | 14.1212 | 226.3007 | 630.2201 | 101.5083 | 528.7118 |
Avg Daily Profit (%) | 0.2321 | 0.0136 | 0.2185 | 0.1922 | 0.0677 | 0.1777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36685 | -20614 | -36033 | -61840 | -43154 | -46614 |
Profit Factor | 3.0616 | 1.2988 | 4.2627 | 3.6146 | 2.0298 | 4.7112 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 71.4286 | 62.5 | 80.6452 | 71.4286 | 62.5 | 80.6452 |
Ratio Avg Win / Avg Loss | 1.2246 | 0.7793 | 1.0231 | 1.4458 | 1.2179 | 1.1307 |
Largest Winning Trade | 40990 | 12772 | 40990 | 114830 | 66563 | 114830 |
Largest Losing Trade | -36033 | -19228 | -36033 | -46614 | -41943 | -46614 |
Avg Bars in Trades | 40 | 2 | 79 | 40 | 2 | 79 |
Avg Bars in Winners | 29 | 2 | 51 | 29 | 2 | 51 |
Avg Bars in Losers | 68 | 3 | 197 | 68 | 3 | 197 |
Bars Traded | 2544 | 83 | 2461 | 2544 | 83 | 2461 |
Profit Streak | 5.2911 | 5.6245 | 5.2911 | 5.2911 | 5.6245 | 5.2911 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133985 | -210739 | 667617 | -132980 | -96784 | 681893 |
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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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