Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352290.3544 | 118659.4308 | 233630.9235 | 930594.7703 | 358141.6959 | 572453.0744 |
Total P&L (%) | 352.2904 | 118.6594 | 233.6309 | 930.5948 | 358.1417 | 572.4531 |
Avg Daily Profit (%) | 0.3462 | 0.1166 | 0.2296 | 0.2295 | 0.1497 | 0.1875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80170 | -79715 | -36682 | -242811 | -260780 | -87631 |
Profit Factor | 2.3006 | 1.6177 | 3.966 | 2.6096 | 1.8469 | 4.6872 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 66.6667 | 57.5758 | 75.7576 | 66.6667 | 57.5758 | 75.7576 |
Ratio Avg Win / Avg Loss | 1.1503 | 1.192 | 1.2691 | 1.3048 | 1.3609 | 1.4999 |
Largest Winning Trade | 74459 | 74459 | 45981 | 338027 | 338027 | 238590 |
Largest Losing Trade | -52289 | -52289 | -23271 | -143392 | -143392 | -58024 |
Avg Bars in Trades | 57 | 62 | 52 | 57 | 62 | 52 |
Avg Bars in Winners | 50 | 54 | 48 | 50 | 54 | 48 |
Avg Bars in Losers | 71 | 74 | 64 | 71 | 74 | 64 |
Bars Traded | 3796 | 2073 | 1723 | 3796 | 2073 | 1723 |
Profit Streak | 237.4576 | 237.4576 | 307.9576 | 237.4576 | 237.4576 | 307.9576 |
Trades During Streak | 11 | 5 | 9 | 11 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112661 | -33003 | 669092 | -112645 | 415429 | 690167 |
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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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