Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324287.9574 | 82360.7427 | 241927.2147 | 330983.3769 | 43473.2632 | 287510.1137 |
Total P&L (%) | 324.288 | 82.3607 | 241.9272 | 330.9834 | 43.4733 | 287.5101 |
Avg Daily Profit (%) | 0.2139 | 0.0543 | 0.1596 | 0.0964 | 0.0238 | 0.0894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128822 | -50734 | -135995 | -458103 | -221364 | -414709 |
Profit Factor | 1.9868 | 1.6552 | 2.1921 | 1.3476 | 1.1254 | 1.4747 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 61.7647 | 55.8824 | 67.6471 | 61.7647 | 55.8824 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.2299 | 1.3068 | 1.0484 | 0.8342 | 0.8885 | 0.7053 |
Largest Winning Trade | 54356 | 41425 | 54356 | 121037 | 101490 | 121037 |
Largest Losing Trade | -76396 | -27415 | -76396 | -273325 | -125866 | -273325 |
Avg Bars in Trades | 84 | 35 | 133 | 84 | 35 | 133 |
Avg Bars in Winners | 100 | 26 | 161 | 100 | 26 | 161 |
Avg Bars in Losers | 58 | 47 | 74 | 58 | 47 | 74 |
Bars Traded | 5743 | 1217 | 4526 | 5743 | 1217 | 4526 |
Profit Streak | 229.1976 | 229.1976 | 377.9476 | 229.1976 | 229.1976 | 377.9476 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100070 | -116208 | 505578 | -176002 | -245062 | -70405 |
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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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