Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318560.0497 | 112816.5455 | 205743.5041 | 408410.3145 | 152188.9265 | 256221.388 |
Total P&L (%) | 318.5601 | 112.8165 | 205.7435 | 408.4103 | 152.1889 | 256.2214 |
Avg Daily Profit (%) | 0.3131 | 0.1109 | 0.2022 | 0.1599 | 0.091 | 0.1249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77068 | -78673 | -83208 | -162921 | -103415 | -152774 |
Profit Factor | 2.0494 | 1.5786 | 2.895 | 1.9359 | 1.6079 | 2.3772 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 63.2353 | 50 | 76.4706 | 63.2353 | 50 | 76.4706 |
Ratio Avg Win / Avg Loss | 1.1915 | 1.5786 | 0.8908 | 1.1255 | 1.6079 | 0.7314 |
Largest Winning Trade | 65647 | 65647 | 30694 | 153064 | 153064 | 59243 |
Largest Losing Trade | -72388 | -46625 | -72388 | -144944 | -76020 | -144944 |
Avg Bars in Trades | 55 | 69 | 40 | 55 | 69 | 40 |
Avg Bars in Winners | 34 | 41 | 30 | 34 | 41 | 30 |
Avg Bars in Losers | 90 | 97 | 74 | 90 | 97 | 74 |
Bars Traded | 3751 | 2368 | 1383 | 3751 | 2368 | 1383 |
Profit Streak | 12.0255 | 12.0255 | 281.2755 | 12.0255 | 12.0255 | 281.2755 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98897 | -41468 | 549418 | -100425 | -67888 | -19609 |
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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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