Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271910.6358 | 19776.4539 | 252134.1819 | 619722.1096 | 97364.8682 | 522357.2414 |
Total P&L (%) | 271.9106 | 19.7765 | 252.1342 | 619.7221 | 97.3649 | 522.3572 |
Avg Daily Profit (%) | 0.1832 | 0.0133 | 0.1699 | 0.1331 | 0.0458 | 0.1233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62800 | -21145 | -55054 | -448791 | -88429 | -404412 |
Profit Factor | 2.5618 | 1.3602 | 3.1152 | 1.6371 | 1.4386 | 1.6958 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 66.1017 | 56.6667 | 75.8621 | 66.1017 | 56.6667 | 75.8621 |
Ratio Avg Win / Avg Loss | 1.3137 | 1.0402 | 0.9912 | 0.8395 | 1.1001 | 0.5396 |
Largest Winning Trade | 48219 | 18648 | 48219 | 143982 | 91271 | 143982 |
Largest Losing Trade | -49332 | -12333 | -49332 | -378717 | -67022 | -378717 |
Avg Bars in Trades | 66 | 3 | 130 | 66 | 3 | 130 |
Avg Bars in Winners | 35 | 3 | 60 | 35 | 3 | 60 |
Avg Bars in Losers | 125 | 4 | 352 | 125 | 4 | 352 |
Bars Traded | 3899 | 111 | 3788 | 3899 | 111 | 3788 |
Profit Streak | 108.9901 | 108.9901 | 123.9901 | 108.9901 | 108.9901 | 123.9901 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165204 | -179971 | 546729 | -191112 | -129132 | -22969 |
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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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