Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338792.0693 | 112597.4519 | 226194.6174 | 872982.4677 | 115101.1977 | 757881.27 |
Total P&L (%) | 338.7921 | 112.5975 | 226.1946 | 872.9825 | 115.1012 | 757.8813 |
Avg Daily Profit (%) | 0.3303 | 0.1098 | 0.2205 | 0.222 | 0.0747 | 0.2097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65850 | -80547 | -34709 | -390563 | -532072 | -111081 |
Profit Factor | 2.0504 | 1.4996 | 3.3278 | 1.6394 | 1.1143 | 3.1164 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 69.3548 | 64.5161 | 74.1935 | 69.3548 | 64.5161 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.906 | 0.8248 | 1.1575 | 0.7244 | 0.6129 | 1.084 |
Largest Winning Trade | 36854 | 36854 | 31057 | 208039 | 208039 | 152892 |
Largest Losing Trade | -43663 | -43663 | -22303 | -299491 | -299491 | -86339 |
Avg Bars in Trades | 91 | 97 | 85 | 91 | 97 | 85 |
Avg Bars in Winners | 74 | 74 | 74 | 74 | 74 | 74 |
Avg Bars in Losers | 129 | 137 | 118 | 129 | 137 | 118 |
Bars Traded | 5667 | 3012 | 2655 | 5667 | 3012 | 2655 |
Profit Streak | 147.9211 | 191.0878 | 147.9211 | 147.9211 | 191.0878 | 147.9211 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144570 | -43539 | 632057 | -145871 | -186420 | 629054 |
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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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