Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369167.6267 | 127436.8359 | 241730.7908 | 1125925.8605 | 265631.8667 | 860293.9938 |
Total P&L (%) | 369.1676 | 127.4368 | 241.7308 | 1125.9259 | 265.6319 | 860.294 |
Avg Daily Profit (%) | 0.357 | 0.1232 | 0.2338 | 0.2427 | 0.1255 | 0.219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59531 | -72788 | -52369 | -359768 | -544182 | -231732 |
Profit Factor | 2.1016 | 1.5754 | 3.1271 | 1.6901 | 1.249 | 2.5233 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 66.1765 | 55.8824 | 76.4706 | 66.1765 | 55.8824 | 76.4706 |
Ratio Avg Win / Avg Loss | 1.0741 | 1.2437 | 0.9622 | 0.8638 | 0.986 | 0.7764 |
Largest Winning Trade | 44176 | 44176 | 29674 | 250742 | 250742 | 216348 |
Largest Losing Trade | -38402 | -35738 | -38402 | -273873 | -273873 | -213499 |
Avg Bars in Trades | 55 | 56 | 55 | 55 | 56 | 55 |
Avg Bars in Winners | 44 | 40 | 46 | 44 | 40 | 46 |
Avg Bars in Losers | 78 | 76 | 82 | 78 | 76 | 82 |
Bars Traded | 3792 | 1922 | 1870 | 3792 | 1922 | 1870 |
Profit Streak | 116.8928 | 116.8928 | 155.3928 | 116.8928 | 116.8928 | 155.3928 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98059 | -24614 | 573604 | -101081 | -25322 | 542113 |
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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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