Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318380.6436 | 31192.8139 | 287187.8296 | 253465.2249 | 98395.527 | 155069.6979 |
Total P&L (%) | 318.3806 | 31.1928 | 287.1878 | 253.4652 | 98.3955 | 155.0697 |
Avg Daily Profit (%) | 0.2082 | 0.0204 | 0.1878 | 0.0826 | 0.0448 | 0.0613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114864 | -73490 | -120884 | -751833 | -189630 | -685859 |
Profit Factor | 1.8384 | 1.1519 | 2.6472 | 1.1939 | 1.1887 | 1.1973 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 23 | 16 | 7 | 23 | 16 | 7 |
Profitability (%) | 64.6154 | 51.5152 | 78.125 | 64.6154 | 51.5152 | 78.125 |
Ratio Avg Win / Avg Loss | 1.0067 | 1.0841 | 0.7412 | 0.6538 | 1.1188 | 0.3352 |
Largest Winning Trade | 41600 | 39090 | 41600 | 149153 | 135858 | 149153 |
Largest Losing Trade | -78022 | -43732 | -78022 | -587950 | -111948 | -587950 |
Avg Bars in Trades | 89 | 60 | 119 | 89 | 60 | 119 |
Avg Bars in Winners | 79 | 45 | 102 | 79 | 45 | 102 |
Avg Bars in Losers | 107 | 76 | 178 | 107 | 76 | 178 |
Bars Traded | 5809 | 1997 | 3812 | 5809 | 1997 | 3812 |
Profit Streak | 90.7714 | 90.7714 | 273.7714 | 90.7714 | 90.7714 | 273.7714 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122548 | -220552 | 534241 | -224222 | -144462 | -111269 |
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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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