Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257713.9 | 84889.8316 | 172824.0684 | 271360.8798 | 6655.0436 | 264705.8362 |
Total P&L (%) | 257.7139 | 84.8898 | 172.8241 | 271.3609 | 6.655 | 264.7058 |
Avg Daily Profit (%) | 0.2514 | 0.0828 | 0.1686 | 0.1281 | 0.0063 | 0.1263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74697 | -102009 | -30482 | -268762 | -313308 | -96746 |
Profit Factor | 1.9043 | 1.3659 | 4.2642 | 1.3697 | 1.0113 | 2.8451 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 18 | 13 | 5 | 18 | 13 | 5 |
Profitability (%) | 68.9655 | 55.1724 | 82.7586 | 68.9655 | 55.1724 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.857 | 1.1098 | 0.8884 | 0.6164 | 0.8217 | 0.5927 |
Largest Winning Trade | 65383 | 65383 | 26599 | 130492 | 130492 | 45645 |
Largest Losing Trade | -57569 | -57569 | -30482 | -158211 | -158211 | -96746 |
Avg Bars in Trades | 95 | 141 | 48 | 95 | 141 | 48 |
Avg Bars in Winners | 56 | 78 | 42 | 56 | 78 | 42 |
Avg Bars in Losers | 180 | 219 | 79 | 180 | 219 | 79 |
Bars Traded | 5525 | 4116 | 1409 | 5525 | 4116 | 1409 |
Profit Streak | 98.4964 | 98.4964 | 288.3297 | 98.4964 | 98.4964 | 288.3297 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166705 | -80338 | 624424 | -198819 | -558428 | -16244 |
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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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