Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320047.7705 | 114548.8675 | 205498.903 | 525595.4974 | 161571.7602 | 364023.7372 |
Total P&L (%) | 320.0478 | 114.5489 | 205.4989 | 525.5955 | 161.5718 | 364.0237 |
Avg Daily Profit (%) | 0.2471 | 0.0885 | 0.1587 | 0.1417 | 0.0743 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131142 | -80998 | -56198 | -126378 | -93112 | -83614 |
Profit Factor | 1.9736 | 1.5445 | 2.7364 | 2.1309 | 1.6058 | 2.8378 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 64.7887 | 52.7778 | 77.1429 | 64.7887 | 52.7778 | 77.1429 |
Ratio Avg Win / Avg Loss | 1.0726 | 1.3819 | 0.8108 | 1.1581 | 1.4368 | 0.8408 |
Largest Winning Trade | 107214 | 107214 | 54792 | 159106 | 140269 | 159106 |
Largest Losing Trade | -39947 | -36416 | -39947 | -83614 | -43766 | -83614 |
Avg Bars in Trades | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Winners | 37 | 49 | 29 | 37 | 49 | 29 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 2313 | 1340 | 973 | 2313 | 1340 | 973 |
Profit Streak | 21.1689 | 60.1689 | 21.1689 | 21.1689 | 60.1689 | 21.1689 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76952 | -71478 | 505791 | -88148 | -90031 | -27715 |
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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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