Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657292.2138 | 517739.7158 | 139552.4981 | 656336.6445 | 471805.9411 | 184530.7034 |
Total P&L (%) | 657.2922 | 517.7397 | 139.5525 | 656.3366 | 471.8059 | 184.5307 |
Avg Daily Profit (%) | 0.2715 | 0.2139 | 0.0576 | 0.0836 | 0.072 | 0.0432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123054 | -63465 | -162415 | -975308 | -385275 | -729632 |
Profit Factor | 2.1814 | 2.7778 | 1.5264 | 1.2154 | 1.2894 | 1.1303 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 60.9375 | 53.125 | 68.75 | 60.9375 | 53.125 | 68.75 |
Ratio Avg Win / Avg Loss | 1.3984 | 2.451 | 0.6938 | 0.7791 | 1.1377 | 0.5138 |
Largest Winning Trade | 298968 | 298968 | 49751 | 390975 | 390975 | 334395 |
Largest Losing Trade | -62296 | -45607 | -62296 | -729632 | -267460 | -729632 |
Avg Bars in Trades | 72 | 85 | 58 | 72 | 85 | 58 |
Avg Bars in Winners | 66 | 70 | 64 | 66 | 70 | 64 |
Avg Bars in Losers | 80 | 103 | 44 | 80 | 103 | 44 |
Bars Traded | 4608 | 2744 | 1864 | 4608 | 2744 | 1864 |
Profit Streak | 132.8567 | 132.8567 | 312.8567 | 132.8567 | 132.8567 | 312.8567 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128977 | 532436 | -112383 | -223675 | -95392 | -210282 |
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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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