Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346909.6498 | 116406.9771 | 230502.6727 | 582115.6039 | 57941.0012 | 524174.6027 |
Total P&L (%) | 346.9097 | 116.407 | 230.5027 | 582.1156 | 57.941 | 524.1746 |
Avg Daily Profit (%) | 0.2346 | 0.0787 | 0.1559 | 0.1299 | 0.0309 | 0.1239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68929 | -66557 | -23298 | -344504 | -477717 | -112778 |
Profit Factor | 2.1506 | 1.4983 | 4.3957 | 1.5791 | 1.0711 | 3.7586 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 56.338 | 58.3333 | 54.2857 | 56.338 | 58.3333 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.6667 | 1.0702 | 3.7016 | 1.2238 | 0.7651 | 3.1651 |
Largest Winning Trade | 121922 | 121922 | 57469 | 171458 | 171458 | 168013 |
Largest Losing Trade | -48502 | -48502 | -13202 | -310922 | -310922 | -44044 |
Avg Bars in Trades | 58 | 64 | 53 | 58 | 64 | 53 |
Avg Bars in Winners | 65 | 54 | 78 | 65 | 54 | 78 |
Avg Bars in Losers | 50 | 79 | 23 | 50 | 79 | 23 |
Bars Traded | 4187 | 2321 | 1866 | 4187 | 2321 | 1866 |
Profit Streak | 174.488 | 176.8214 | 174.488 | 174.488 | 176.8214 | 174.488 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76648 | -84056 | 594897 | -106012 | -293914 | -18346 |
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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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