Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312565.9233 | 59310.5028 | 253255.4205 | 365033.3037 | 25396.1199 | 339637.1837 |
Total P&L (%) | 312.5659 | 59.3105 | 253.2554 | 365.0333 | 25.3961 | 339.6372 |
Avg Daily Profit (%) | 0.206 | 0.0391 | 0.1669 | 0.1013 | 0.0149 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59699 | -56323 | -74398 | -185686 | -238412 | -227204 |
Profit Factor | 1.6731 | 1.2492 | 2.1185 | 1.3098 | 1.045 | 1.553 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 63.2075 | 54.717 | 71.6981 | 63.2075 | 54.717 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.9739 | 1.0339 | 0.8363 | 0.7624 | 0.8649 | 0.613 |
Largest Winning Trade | 47587 | 47587 | 41517 | 137517 | 92800 | 137517 |
Largest Losing Trade | -54718 | -36920 | -54718 | -156065 | -156065 | -143875 |
Avg Bars in Trades | 40 | 17 | 62 | 40 | 17 | 62 |
Avg Bars in Winners | 44 | 14 | 68 | 44 | 14 | 68 |
Avg Bars in Losers | 31 | 21 | 48 | 31 | 21 | 48 |
Bars Traded | 4249 | 921 | 3328 | 4249 | 921 | 3328 |
Profit Streak | 11.5936 | 11.5936 | 117.2602 | 11.5936 | 11.5936 | 117.2602 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401298 | -320162 | -167300 | -56120 | -527636 | -238548 |
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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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