Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418173.0824 | 276140.7359 | 142032.3465 | 967028.3501 | 655687.5214 | 311340.8286 |
Total P&L (%) | 418.1731 | 276.1407 | 142.0323 | 967.0284 | 655.6875 | 311.3408 |
Avg Daily Profit (%) | 0.2932 | 0.1936 | 0.0996 | 0.1662 | 0.1419 | 0.0992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102339 | -54956 | -65709 | -488854 | -179432 | -468262 |
Profit Factor | 2.1438 | 2.8328 | 1.6608 | 1.6787 | 2.3132 | 1.3364 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 59.7015 | 60.6061 | 58.8235 | 59.7015 | 60.6061 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.447 | 1.8413 | 1.1625 | 1.1331 | 1.5036 | 0.9355 |
Largest Winning Trade | 87570 | 87570 | 68539 | 385259 | 385259 | 251125 |
Largest Losing Trade | -40655 | -35820 | -40655 | -468262 | -127126 | -468262 |
Avg Bars in Trades | 123 | 106 | 139 | 123 | 106 | 139 |
Avg Bars in Winners | 128 | 102 | 155 | 128 | 102 | 155 |
Avg Bars in Losers | 114 | 111 | 117 | 114 | 111 | 117 |
Bars Traded | 8257 | 3505 | 4752 | 8257 | 3505 | 4752 |
Profit Streak | 43.57 | 43.57 | 72.9034 | 43.57 | 43.57 | 72.9034 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106936 | 535585 | -55876 | -108503 | 113602 | -59773 |
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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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