Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351851.8728 | 259438.2192 | 92413.6536 | 550312.1533 | 187631.0283 | 362681.125 |
Total P&L (%) | 351.8519 | 259.4382 | 92.4137 | 550.3122 | 187.631 | 362.6811 |
Avg Daily Profit (%) | 0.3283 | 0.2421 | 0.0862 | 0.1748 | 0.0986 | 0.143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88363 | -71209 | -56368 | -551230 | -481920 | -321054 |
Profit Factor | 1.9809 | 2.1778 | 1.6676 | 1.2748 | 1.1408 | 1.5416 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 64.5161 | 64.5161 | 64.5161 | 64.5161 | 64.5161 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.0895 | 1.1978 | 0.9172 | 0.7011 | 0.6274 | 0.8479 |
Largest Winning Trade | 151082 | 151082 | 37839 | 197068 | 197068 | 193368 |
Largest Losing Trade | -41000 | -41000 | -36313 | -286151 | -286151 | -190241 |
Avg Bars in Trades | 65 | 84 | 46 | 65 | 84 | 46 |
Avg Bars in Winners | 52 | 60 | 45 | 52 | 60 | 45 |
Avg Bars in Losers | 87 | 127 | 48 | 87 | 127 | 48 |
Bars Traded | 4044 | 2612 | 1433 | 4044 | 2612 | 1433 |
Profit Streak | 93.5638 | 93.5638 | 149.3138 | 93.5638 | 93.5638 | 149.3138 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143639 | 513197 | -74201 | -148923 | -125407 | 37951 |
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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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