Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555453.1246 | 458634.6457 | 96818.4789 | 169171.8295 | 22780.0794 | 146391.7501 |
Total P&L (%) | 555.4531 | 458.6346 | 96.8185 | 169.1718 | 22.7801 | 146.3918 |
Avg Daily Profit (%) | 0.2868 | 0.2368 | 0.05 | 0.0511 | 0.0106 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154358 | -141246 | -67546 | -684581 | -603739 | -328041 |
Profit Factor | 1.9966 | 2.5672 | 1.3658 | 1.107 | 1.0268 | 1.2005 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 46.3768 | 38.2353 | 54.2857 | 46.3768 | 38.2353 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.3086 | 4.147 | 1.1501 | 1.2799 | 1.6586 | 1.011 |
Largest Winning Trade | 382658 | 382658 | 49557 | 495185 | 495185 | 217716 |
Largest Losing Trade | -67546 | -35517 | -67546 | -328041 | -138817 | -328041 |
Avg Bars in Trades | 77 | 87 | 67 | 77 | 87 | 67 |
Avg Bars in Winners | 93 | 119 | 76 | 93 | 119 | 76 |
Avg Bars in Losers | 63 | 68 | 56 | 63 | 68 | 56 |
Bars Traded | 5334 | 2982 | 2352 | 5334 | 2982 | 2352 |
Profit Streak | 77.6301 | 114.6301 | 77.6301 | 77.6301 | 114.6301 | 77.6301 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94149 | 316843 | -124571 | -334207 | -377726 | -130140 |
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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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