Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300181.1395 | 90388.6937 | 209792.4458 | 659360.2723 | 119218.8896 | 540141.3826 |
Total P&L (%) | 300.1811 | 90.3887 | 209.7924 | 659.3603 | 119.2189 | 540.1414 |
Avg Daily Profit (%) | 0.2907 | 0.0875 | 0.2032 | 0.1965 | 0.076 | 0.1799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52880 | -94989 | -40424 | -229448 | -408925 | -117293 |
Profit Factor | 2.0718 | 1.4363 | 3.8778 | 1.666 | 1.1561 | 3.3848 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 58.5714 | 48.5714 | 68.5714 | 58.5714 | 48.5714 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.4654 | 1.5208 | 1.7773 | 1.1784 | 1.2241 | 1.5514 |
Largest Winning Trade | 48230 | 48230 | 31477 | 216807 | 216807 | 92008 |
Largest Losing Trade | -52880 | -52880 | -28081 | -229448 | -229448 | -83289 |
Avg Bars in Trades | 80 | 98 | 61 | 80 | 98 | 61 |
Avg Bars in Winners | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Losers | 111 | 136 | 69 | 111 | 136 | 69 |
Bars Traded | 5629 | 3464 | 2165 | 5629 | 3464 | 2165 |
Profit Streak | 16.7506 | 0 | 291.084 | 16.7506 | 0 | 291.084 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85592 | -74638 | 665031 | -86763 | -140765 | 654909 |
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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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