Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251052.9168 | 14091.4874 | 236961.4294 | 541841.4031 | 50042.7275 | 491798.6756 |
Total P&L (%) | 251.0529 | 14.0915 | 236.9614 | 541.8414 | 50.0427 | 491.7987 |
Avg Daily Profit (%) | 0.2419 | 0.0136 | 0.2283 | 0.1793 | 0.0391 | 0.1714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35782 | -18060 | -36195 | -112876 | -36315 | -115227 |
Profit Factor | 2.6091 | 1.275 | 3.2616 | 2.3836 | 1.5422 | 2.643 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 59.7015 | 58.8235 | 60.6061 | 59.7015 | 58.8235 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.7611 | 0.8925 | 2.1201 | 1.6089 | 1.0796 | 1.718 |
Largest Winning Trade | 64624 | 12223 | 64624 | 200527 | 24896 | 200527 |
Largest Losing Trade | -35429 | -7449 | -35429 | -111759 | -12161 | -111759 |
Avg Bars in Trades | 85 | 4 | 169 | 85 | 4 | 169 |
Avg Bars in Winners | 99 | 4 | 195 | 99 | 4 | 195 |
Avg Bars in Losers | 65 | 5 | 129 | 65 | 5 | 129 |
Bars Traded | 5755 | 158 | 5597 | 5755 | 158 | 5597 |
Profit Streak | 7.6109 | 151.7776 | 0 | 7.6109 | 151.7776 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106109 | -212171 | 556121 | -106663 | -137686 | 495652 |
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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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