Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355610.9439 | 141189.3908 | 214421.5531 | 970711.3862 | 303551.4264 | 667159.9598 |
Total P&L (%) | 355.6109 | 141.1894 | 214.4216 | 970.7114 | 303.5514 | 667.16 |
Avg Daily Profit (%) | 0.3448 | 0.1369 | 0.2079 | 0.2302 | 0.1354 | 0.1978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97043 | -91562 | -54293 | -1018579 | -694045 | -659454 |
Profit Factor | 2.2106 | 1.7183 | 3.2061 | 1.4029 | 1.1941 | 1.7896 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 28 | 19 | 9 | 28 | 19 | 9 |
Profitability (%) | 54.0984 | 38.7097 | 70 | 54.0984 | 38.7097 | 70 |
Ratio Avg Win / Avg Loss | 1.8757 | 2.7207 | 1.374 | 1.1904 | 1.8906 | 0.767 |
Largest Winning Trade | 69963 | 69963 | 35440 | 554306 | 554306 | 221063 |
Largest Losing Trade | -35140 | -25344 | -35140 | -397303 | -251550 | -397303 |
Avg Bars in Trades | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Winners | 85 | 71 | 93 | 85 | 71 | 93 |
Avg Bars in Losers | 37 | 49 | 12 | 37 | 49 | 12 |
Bars Traded | 3857 | 1787 | 2070 | 3857 | 1787 | 2070 |
Profit Streak | 16.2875 | 16.2875 | 20.0375 | 16.2875 | 16.2875 | 20.0375 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151333 | -10856 | 569015 | -155390 | -22096 | 422485 |
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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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