Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127649.2916 | 20203.0787 | 107446.2128 | 140590.2142 | -62648.3247 | 203238.5389 |
Total P&L (%) | 127.6493 | 20.2031 | 107.4462 | 140.5902 | -62.6483 | 203.2385 |
Avg Daily Profit (%) | 0.2451 | 0.0388 | 0.2063 | 0.1687 | -0.1889 | 0.2132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48904 | -67027 | -26110 | -170164 | -221308 | -67634 |
Profit Factor | 1.5618 | 1.136 | 2.3655 | 1.2321 | 0.8468 | 2.0325 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 71.6418 | 66.6667 | 76.4706 | 71.6418 | 66.6667 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.6182 | 0.568 | 0.7279 | 0.4877 | 0.4234 | 0.6254 |
Largest Winning Trade | 15459 | 15459 | 13494 | 40301 | 36300 | 40301 |
Largest Losing Trade | -30592 | -30592 | -26110 | -110611 | -110611 | -67634 |
Avg Bars in Trades | 361 | 438 | 286 | 361 | 438 | 286 |
Avg Bars in Winners | 213 | 236 | 194 | 213 | 236 | 194 |
Avg Bars in Losers | 733 | 842 | 583 | 733 | 842 | 583 |
Bars Traded | 24193 | 14456 | 9737 | 24193 | 14456 | 9737 |
Profit Streak | 12.1119 | 20.3828 | 12.1119 | 12.1119 | 20.3828 | 12.1119 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109654 | -218298 | 463308 | -112321 | -578657 | 442304 |
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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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