Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316547.7594 | 70609.3064 | 245938.453 | 1101287.5385 | 298147.9238 | 803139.6148 |
Total P&L (%) | 316.5478 | 70.6093 | 245.9385 | 1101.2875 | 298.1479 | 803.1396 |
Avg Daily Profit (%) | 0.3027 | 0.0675 | 0.2352 | 0.238 | 0.1322 | 0.2107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26273 | -32586 | -21457 | -142513 | -128134 | -55030 |
Profit Factor | 2.5522 | 1.705 | 3.3698 | 2.7476 | 1.768 | 4.3192 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 67.1429 | 65.7143 | 68.5714 | 67.1429 | 65.7143 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.249 | 0.8896 | 1.5445 | 1.3446 | 0.9225 | 1.9796 |
Largest Winning Trade | 32611 | 31561 | 32611 | 190780 | 190780 | 152297 |
Largest Losing Trade | -42897 | -26273 | -42897 | -114643 | -114643 | -55030 |
Avg Bars in Trades | 57 | 24 | 90 | 57 | 24 | 90 |
Avg Bars in Winners | 53 | 21 | 83 | 53 | 21 | 83 |
Avg Bars in Losers | 66 | 29 | 107 | 66 | 29 | 107 |
Bars Traded | 4022 | 841 | 3181 | 4022 | 841 | 3181 |
Profit Streak | 67.8395 | 105.5895 | 67.8395 | 67.8395 | 105.5895 | 67.8395 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82642 | -99063 | 623576 | -82402 | -12691 | 661708 |
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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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