Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257785.8068 | 235601.1864 | 22184.6205 | 141046.4433 | 137205.3417 | 3841.1016 |
Total P&L (%) | 257.7858 | 235.6012 | 22.1846 | 141.0464 | 137.2053 | 3.8411 |
Avg Daily Profit (%) | 0.2081 | 0.1902 | 0.0179 | 0.071 | 0.0697 | 0.003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105816 | -43281 | -105619 | -277944 | -129102 | -194265 |
Profit Factor | 1.5587 | 2.6032 | 1.0705 | 1.2228 | 1.6778 | 1.0089 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 60.5634 | 60 | 61.1111 | 60.5634 | 60 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.0149 | 1.7354 | 0.6813 | 0.7962 | 1.1185 | 0.642 |
Largest Winning Trade | 87204 | 87204 | 34114 | 85729 | 64407 | 85729 |
Largest Losing Trade | -49032 | -27949 | -49032 | -136652 | -49361 | -136652 |
Avg Bars in Trades | 198 | 234 | 163 | 198 | 234 | 163 |
Avg Bars in Winners | 186 | 226 | 148 | 186 | 226 | 148 |
Avg Bars in Losers | 215 | 245 | 185 | 215 | 245 | 185 |
Bars Traded | 14068 | 8194 | 5874 | 14068 | 8194 | 5874 |
Profit Streak | 12.4149 | 0 | 73.3315 | 12.4149 | 0 | 73.3315 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79658 | 496359 | -316146 | -189159 | -96468 | -564100 |
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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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