Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361968.2631 | 48639.4771 | 313328.7861 | 390306.1156 | 323852.0678 | 66454.0478 |
Total P&L (%) | 361.9683 | 48.6395 | 313.3288 | 390.3061 | 323.8521 | 66.454 |
Avg Daily Profit (%) | 0.2367 | 0.0318 | 0.2049 | 0.104 | 0.0945 | 0.0333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91833 | -39158 | -88534 | -1011531 | -98799 | -1007228 |
Profit Factor | 2.5786 | 1.3845 | 4.0475 | 1.2718 | 1.8671 | 1.0626 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 64.6154 | 54.5455 | 75 | 64.6154 | 54.5455 | 75 |
Ratio Avg Win / Avg Loss | 1.4121 | 1.1538 | 1.3492 | 0.6965 | 1.5559 | 0.3542 |
Largest Winning Trade | 46249 | 27697 | 46249 | 248275 | 246756 | 248275 |
Largest Losing Trade | -88534 | -39158 | -88534 | -1007228 | -98799 | -1007228 |
Avg Bars in Trades | 60 | 22 | 98 | 60 | 22 | 98 |
Avg Bars in Winners | 47 | 22 | 65 | 47 | 22 | 65 |
Avg Bars in Losers | 83 | 22 | 196 | 83 | 22 | 196 |
Bars Traded | 3901 | 754 | 3147 | 3901 | 754 | 3147 |
Profit Streak | 95.0725 | 95.0725 | 102.4059 | 95.0725 | 95.0725 | 102.4059 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121405 | -149843 | 627030 | -188995 | -61862 | -298212 |
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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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