Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148604.5875 | 99136.1584 | 49468.4291 | 147410.3141 | 121742.4459 | 25667.8682 |
Total P&L (%) | 148.6046 | 99.1362 | 49.4684 | 147.4103 | 121.7424 | 25.6679 |
Avg Daily Profit (%) | 1.7118 | 1.142 | 0.5698 | 1.049 | 0.9216 | 0.2635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57955 | -9305 | -51079 | -55238 | -8770 | -49233 |
Profit Factor | 2.445 | 6.5851 | 1.5813 | 2.6473 | 9.3503 | 1.3427 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 61.194 | 58.8235 | 63.6364 | 61.194 | 58.8235 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.5505 | 4.6096 | 0.9036 | 1.6788 | 6.5452 | 0.7672 |
Largest Winning Trade | 98247 | 98247 | 61053 | 122611 | 122611 | 47310 |
Largest Losing Trade | -39398 | -3306 | -39398 | -41248 | -3144 | -41248 |
Avg Bars in Trades | 347 | 26 | 678 | 347 | 26 | 678 |
Avg Bars in Winners | 252 | 18 | 476 | 252 | 18 | 476 |
Avg Bars in Losers | 497 | 38 | 1033 | 497 | 38 | 1033 |
Bars Traded | 23303 | 900 | 22403 | 23303 | 900 | 22403 |
Profit Streak | 2.741 | 2.741 | 5.0813 | 2.741 | 2.741 | 5.0813 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104215 | 717073 | 396345 | -104400 | 710185 | 173422 |
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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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