Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442618.4825 | 203522.3131 | 239096.1694 | 1207826.8827 | 450091.1082 | 757735.7745 |
Total P&L (%) | 442.6185 | 203.5223 | 239.0962 | 1207.8269 | 450.0911 | 757.7358 |
Avg Daily Profit (%) | 0.43 | 0.1977 | 0.2323 | 0.2501 | 0.1658 | 0.209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101282 | -123014 | -62476 | -500243 | -511825 | -345046 |
Profit Factor | 2.3245 | 1.839 | 3.6101 | 1.856 | 1.472 | 2.6562 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 58.3333 | 43.3333 | 73.3333 | 58.3333 | 43.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.6603 | 2.4049 | 1.3127 | 1.3257 | 1.925 | 0.9659 |
Largest Winning Trade | 122713 | 122713 | 28648 | 448469 | 448469 | 228009 |
Largest Losing Trade | -49680 | -49680 | -32521 | -246093 | -246093 | -208196 |
Avg Bars in Trades | 62 | 72 | 53 | 62 | 72 | 53 |
Avg Bars in Winners | 47 | 48 | 47 | 47 | 48 | 47 |
Avg Bars in Losers | 84 | 90 | 69 | 84 | 90 | 69 |
Bars Traded | 3776 | 2173 | 1603 | 3776 | 2173 | 1603 |
Profit Streak | 18.9264 | 0 | 130.1764 | 18.9264 | 0 | 130.1764 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157845 | 304242 | 645237 | -160982 | 249651 | 531545 |
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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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