Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539401.4032 | 396207.1547 | 143194.2485 | 1759814.5116 | 894906.9593 | 864907.5523 |
Total P&L (%) | 539.4014 | 396.2072 | 143.1942 | 1759.8145 | 894.907 | 864.9076 |
Avg Daily Profit (%) | 0.2899 | 0.2129 | 0.077 | 0.1572 | 0.1235 | 0.1219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77351 | -67533 | -59236 | -339891 | -251698 | -266648 |
Profit Factor | 2.717 | 4.5636 | 1.7055 | 2.3388 | 2.657 | 2.1169 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 53.9683 | 62.5 | 45.1613 | 53.9683 | 62.5 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.3175 | 2.7381 | 2.071 | 1.9949 | 1.5942 | 2.5705 |
Largest Winning Trade | 237448 | 237448 | 79667 | 437977 | 360402 | 437977 |
Largest Losing Trade | -34227 | -26616 | -34227 | -169411 | -113073 | -169411 |
Avg Bars in Trades | 167 | 67 | 270 | 167 | 67 | 270 |
Avg Bars in Winners | 254 | 80 | 502 | 254 | 80 | 502 |
Avg Bars in Losers | 65 | 44 | 79 | 65 | 44 | 79 |
Bars Traded | 10526 | 2145 | 8381 | 10526 | 2145 | 8381 |
Profit Streak | 70.3684 | 70.3684 | 320.2017 | 70.3684 | 70.3684 | 320.2017 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135527 | 624691 | -87506 | -137391 | -20452 | -26373 |
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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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