Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286842.2648 | 94811.3878 | 192030.877 | 451812.8506 | 87753.1438 | 364059.7067 |
Total P&L (%) | 286.8423 | 94.8114 | 192.0309 | 451.8129 | 87.7531 | 364.0597 |
Avg Daily Profit (%) | 0.2808 | 0.0928 | 0.188 | 0.1673 | 0.0617 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70640 | -72105 | -49926 | -225215 | -232555 | -101634 |
Profit Factor | 1.8102 | 1.4102 | 2.5623 | 1.5192 | 1.1596 | 2.1359 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 72.0588 | 64.7059 | 79.4118 | 72.0588 | 64.7059 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.7019 | 0.7692 | 0.6643 | 0.5891 | 0.6325 | 0.5538 |
Largest Winning Trade | 54801 | 54801 | 21780 | 137360 | 137360 | 94853 |
Largest Losing Trade | -36717 | -36175 | -36717 | -137741 | -137741 | -101634 |
Avg Bars in Trades | 83 | 98 | 69 | 83 | 98 | 69 |
Avg Bars in Winners | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Losers | 166 | 179 | 143 | 166 | 179 | 143 |
Bars Traded | 5710 | 3356 | 2354 | 5710 | 3356 | 2354 |
Profit Streak | 16.2777 | 0 | 36.9444 | 16.2777 | 0 | 36.9444 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101097 | -68093 | 502750 | -102965 | -155260 | 461552 |
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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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