Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275826.2147 | 87465.1666 | 188361.0482 | 299547.2464 | 116250.2106 | 183297.0358 |
Total P&L (%) | 275.8262 | 87.4652 | 188.361 | 299.5472 | 116.2502 | 183.297 |
Avg Daily Profit (%) | 0.2706 | 0.0858 | 0.1848 | 0.136 | 0.0757 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78544 | -76098 | -78097 | -165947 | -127019 | -155667 |
Profit Factor | 1.9448 | 1.4474 | 2.9527 | 1.6347 | 1.4087 | 1.9774 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 14 | 10 | 4 | 14 | 10 | 4 |
Profitability (%) | 78.7879 | 69.697 | 87.8788 | 78.7879 | 69.697 | 87.8788 |
Ratio Avg Win / Avg Loss | 0.5236 | 0.6293 | 0.4073 | 0.4401 | 0.6125 | 0.2728 |
Largest Winning Trade | 32267 | 32267 | 26522 | 63090 | 63090 | 34338 |
Largest Losing Trade | -69996 | -51464 | -69996 | -150072 | -89339 | -150072 |
Avg Bars in Trades | 42 | 51 | 33 | 42 | 51 | 33 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 122 | 121 | 125 | 122 | 121 | 125 |
Bars Traded | 2819 | 1708 | 1111 | 2819 | 1708 | 1111 |
Profit Streak | 30.7043 | 98.3709 | 30.7043 | 30.7043 | 98.3709 | 30.7043 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114126 | -75032 | 575396 | -134446 | -88754 | -49916 |
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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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