Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402472.7895 | 67439.8519 | 335032.9377 | 1240281.8639 | 423677.0191 | 816604.8447 |
Total P&L (%) | 402.4728 | 67.4399 | 335.0329 | 1240.2819 | 423.677 | 816.6048 |
Avg Daily Profit (%) | 0.2612 | 0.0438 | 0.2174 | 0.1686 | 0.1075 | 0.1439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75070 | -96146 | -94368 | -306306 | -249639 | -376472 |
Profit Factor | 2.1851 | 1.333 | 3.4441 | 2.1734 | 1.7559 | 2.6447 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 66.1972 | 58.3333 | 74.2857 | 66.1972 | 58.3333 | 74.2857 |
Ratio Avg Win / Avg Loss | 1.1158 | 0.9521 | 1.1922 | 1.1098 | 1.2542 | 0.9155 |
Largest Winning Trade | 40021 | 31544 | 40021 | 229965 | 171430 | 229965 |
Largest Losing Trade | -60688 | -60688 | -46409 | -175184 | -175184 | -155500 |
Avg Bars in Trades | 123 | 105 | 141 | 123 | 105 | 141 |
Avg Bars in Winners | 103 | 81 | 120 | 103 | 81 | 120 |
Avg Bars in Losers | 162 | 138 | 202 | 162 | 138 | 202 |
Bars Traded | 8743 | 3797 | 4946 | 8743 | 3797 | 4946 |
Profit Streak | 50.5771 | 50.5771 | 291.9104 | 50.5771 | 50.5771 | 291.9104 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76720 | -134363 | 640676 | -77117 | -45611 | 225348 |
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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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