Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271539.1863 | 97945.3207 | 173593.8656 | 211160.7345 | 60359.1681 | 150801.5664 |
Total P&L (%) | 271.5392 | 97.9453 | 173.5939 | 211.1607 | 60.3592 | 150.8016 |
Avg Daily Profit (%) | 0.2657 | 0.0958 | 0.1699 | 0.1111 | 0.0462 | 0.09 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80037 | -81675 | -68902 | -130897 | -101156 | -93311 |
Profit Factor | 1.8375 | 1.4377 | 2.7281 | 1.6063 | 1.2628 | 2.2718 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 27 | 19 | 8 | 27 | 19 | 8 |
Profitability (%) | 59.0909 | 42.4242 | 75.7576 | 59.0909 | 42.4242 | 75.7576 |
Ratio Avg Win / Avg Loss | 1.2721 | 1.9512 | 0.873 | 1.112 | 1.7137 | 0.727 |
Largest Winning Trade | 75980 | 75980 | 31659 | 111214 | 111214 | 59382 |
Largest Losing Trade | -68902 | -50956 | -68902 | -91852 | -67500 | -91852 |
Avg Bars in Trades | 56 | 72 | 41 | 56 | 72 | 41 |
Avg Bars in Winners | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Losers | 87 | 98 | 61 | 87 | 98 | 61 |
Bars Traded | 3746 | 2389 | 1357 | 3746 | 2389 | 1357 |
Profit Streak | 8.3662 | 0 | 283.3662 | 8.3662 | 0 | 283.3662 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116091 | -65958 | 522685 | -169350 | -133827 | -66517 |
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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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