Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543993.3762 | 353764.3447 | 190229.0315 | 558731.6239 | 11108.8501 | 547622.7738 |
Total P&L (%) | 543.9934 | 353.7643 | 190.229 | 558.7316 | 11.1089 | 547.6228 |
Avg Daily Profit (%) | 0.2852 | 0.1855 | 0.0997 | 0.0989 | 0.0055 | 0.098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161582 | -112960 | -152049 | -1925622 | -1286818 | -980735 |
Profit Factor | 1.6604 | 1.8618 | 1.4603 | 1.1383 | 1.0046 | 1.3362 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 63.1579 | 62.6866 | 63.6364 | 63.1579 | 62.6866 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.9686 | 1.1082 | 0.8345 | 0.664 | 0.598 | 0.7636 |
Largest Winning Trade | 66454 | 66454 | 47061 | 376424 | 300725 | 376424 |
Largest Losing Trade | -74263 | -57650 | -74263 | -679478 | -679478 | -508033 |
Avg Bars in Trades | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Winners | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Losers | 34 | 45 | 22 | 34 | 45 | 22 |
Bars Traded | 3627 | 2074 | 1554 | 3627 | 2074 | 1554 |
Profit Streak | 36.6305 | 117.1305 | 36.6305 | 36.6305 | 117.1305 | 36.6305 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468156 | -103728 | -181585 | -126774 | -647497 | -184250 |
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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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