Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259260.2059 | 49562.6301 | 209697.5758 | 306437.8958 | 81632.7957 | 224805.1001 |
Total P&L (%) | 259.2602 | 49.5626 | 209.6976 | 306.4379 | 81.6328 | 224.8051 |
Avg Daily Profit (%) | 0.1988 | 0.038 | 0.1608 | 0.1076 | 0.0458 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73941 | -64051 | -58855 | -224231 | -156712 | -184200 |
Profit Factor | 1.9061 | 1.5625 | 2.0589 | 1.3501 | 1.3797 | 1.3405 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 20 | 14 | 6 | 20 | 14 | 6 |
Profitability (%) | 69.697 | 57.5758 | 81.8182 | 69.697 | 57.5758 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.8287 | 1.1513 | 0.4575 | 0.587 | 1.0166 | 0.2979 |
Largest Winning Trade | 60128 | 31440 | 60128 | 85391 | 55334 | 85391 |
Largest Losing Trade | -53952 | -19033 | -53952 | -183535 | -63352 | -183535 |
Avg Bars in Trades | 56 | 10 | 103 | 56 | 10 | 103 |
Avg Bars in Winners | 34 | 3 | 55 | 34 | 3 | 55 |
Avg Bars in Losers | 108 | 20 | 315 | 108 | 20 | 315 |
Bars Traded | 3745 | 344 | 3401 | 3745 | 344 | 3401 |
Profit Streak | 12.3165 | 0 | 111.6498 | 12.3165 | 0 | 111.6498 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116875 | -140578 | 497387 | -175953 | -129961 | -68238 |
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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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