Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427417.6483 | 266719.44 | 160698.2082 | 1030760.5632 | 724403.2936 | 306357.2695 |
Total P&L (%) | 427.4176 | 266.7194 | 160.6982 | 1030.7606 | 724.4033 | 306.3573 |
Avg Daily Profit (%) | 0.3417 | 0.2132 | 0.1285 | 0.1941 | 0.1688 | 0.1121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69324 | -50834 | -69324 | -429137 | -419043 | -429137 |
Profit Factor | 2.3404 | 3.0966 | 1.8385 | 1.7331 | 2.1791 | 1.387 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 79.4118 | 79.4118 | 79.4118 | 79.4118 | 79.4118 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.6068 | 0.8028 | 0.4767 | 0.4493 | 0.5649 | 0.3596 |
Largest Winning Trade | 47047 | 41838 | 47047 | 317176 | 317176 | 163163 |
Largest Losing Trade | -69324 | -50834 | -69324 | -429137 | -419043 | -429137 |
Avg Bars in Trades | 32 | 40 | 24 | 32 | 40 | 24 |
Avg Bars in Winners | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Losers | 70 | 97 | 43 | 70 | 97 | 43 |
Bars Traded | 2208 | 1371 | 837 | 2208 | 1371 | 837 |
Profit Streak | 71.0434 | 166.0434 | 71.0434 | 71.0434 | 166.0434 | 71.0434 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98208 | 577819 | -16189 | -100225 | 515403 | -39708 |
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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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