Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412423.019 | 265851.9213 | 146571.0977 | 1047091.0456 | 684254.7118 | 362836.3338 |
Total P&L (%) | 412.423 | 265.8519 | 146.5711 | 1047.091 | 684.2547 | 362.8363 |
Avg Daily Profit (%) | 0.3322 | 0.2141 | 0.118 | 0.1967 | 0.166 | 0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105676 | -45499 | -82097 | -310213 | -144386 | -225241 |
Profit Factor | 2.5053 | 3.1757 | 1.9656 | 2.3456 | 2.9578 | 1.8465 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 57.5758 | 51.5152 | 63.6364 | 57.5758 | 51.5152 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.846 | 2.9889 | 1.1232 | 1.7284 | 2.7838 | 1.0551 |
Largest Winning Trade | 186310 | 186310 | 32896 | 373442 | 373442 | 111808 |
Largest Losing Trade | -48792 | -22553 | -48792 | -144260 | -73910 | -144260 |
Avg Bars in Trades | 50 | 70 | 30 | 50 | 70 | 30 |
Avg Bars in Winners | 50 | 69 | 35 | 50 | 69 | 35 |
Avg Bars in Losers | 49 | 72 | 20 | 49 | 72 | 20 |
Bars Traded | 3326 | 2330 | 996 | 3326 | 2330 | 996 |
Profit Streak | 28.8747 | 30.208 | 0 | 28.8747 | 30.208 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113451 | 522811 | -31048 | -114500 | 507870 | -24037 |
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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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