Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255520.657 | 33617.3346 | 221903.3224 | 558646.9359 | 137884.6911 | 420762.2448 |
Total P&L (%) | 255.5207 | 33.6173 | 221.9033 | 558.6469 | 137.8847 | 420.7622 |
Avg Daily Profit (%) | 0.1684 | 0.0222 | 0.1462 | 0.1243 | 0.0571 | 0.1088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64247 | -57894 | -33600 | -121274 | -95327 | -58921 |
Profit Factor | 2.3681 | 1.323 | 3.6832 | 2.3856 | 1.6333 | 3.2688 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 60.3448 | 48.2759 | 72.4138 | 60.3448 | 48.2759 | 72.4138 |
Ratio Avg Win / Avg Loss | 1.5562 | 1.4175 | 1.4031 | 1.5677 | 1.75 | 1.2452 |
Largest Winning Trade | 58447 | 48768 | 58447 | 120394 | 77032 | 120394 |
Largest Losing Trade | -33600 | -21333 | -33600 | -58921 | -37678 | -58921 |
Avg Bars in Trades | 43 | 20 | 66 | 43 | 20 | 66 |
Avg Bars in Winners | 63 | 30 | 85 | 63 | 30 | 85 |
Avg Bars in Losers | 12 | 10 | 17 | 12 | 10 | 17 |
Bars Traded | 2517 | 583 | 1934 | 2517 | 583 | 1934 |
Profit Streak | 45.5645 | 55.0645 | 45.5645 | 45.5645 | 55.0645 | 45.5645 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164671 | -164815 | 440198 | -198649 | -112530 | -38260 |
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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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