Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251375.6929 | 62665.0849 | 188710.608 | 620076.2099 | 124375.5401 | 495700.6698 |
Total P&L (%) | 251.3757 | 62.6651 | 188.7106 | 620.0762 | 124.3755 | 495.7007 |
Avg Daily Profit (%) | 0.2228 | 0.0555 | 0.1672 | 0.1751 | 0.0716 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65967 | -15887 | -58499 | -242597 | -64166 | -212669 |
Profit Factor | 2.7524 | 2.4314 | 2.8935 | 2.1926 | 1.813 | 2.3508 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 72.4138 | 72.4138 | 72.4138 | 72.4138 | 72.4138 | 72.4138 |
Ratio Avg Win / Avg Loss | 1.0485 | 0.9262 | 1.1023 | 0.8353 | 0.6907 | 0.8956 |
Largest Winning Trade | 40331 | 17571 | 40331 | 184970 | 45107 | 184970 |
Largest Losing Trade | -41741 | -14998 | -41741 | -168539 | -49008 | -168539 |
Avg Bars in Trades | 110 | 12 | 209 | 110 | 12 | 209 |
Avg Bars in Winners | 98 | 8 | 188 | 98 | 8 | 188 |
Avg Bars in Losers | 142 | 22 | 262 | 142 | 22 | 262 |
Bars Traded | 6427 | 361 | 6066 | 6427 | 361 | 6066 |
Profit Streak | 109.8701 | 0 | 146.0368 | 109.8701 | 0 | 146.0368 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164075 | -114272 | 575537 | -166813 | -93499 | 475081 |
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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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