Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346157.2604 | 126990.8811 | 219166.3793 | 1022987.0034 | 324286.7255 | 698700.278 |
Total P&L (%) | 346.1573 | 126.9909 | 219.1664 | 1022.987 | 324.2867 | 698.7003 |
Avg Daily Profit (%) | 0.3355 | 0.1231 | 0.2124 | 0.2347 | 0.1402 | 0.2016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57838 | -55904 | -40075 | -488883 | -377307 | -401125 |
Profit Factor | 2.1608 | 1.7814 | 2.6153 | 1.54 | 1.3584 | 1.7061 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 60 | 54.5455 | 65.625 | 60 | 54.5455 | 65.625 |
Ratio Avg Win / Avg Loss | 1.4405 | 1.4845 | 1.3699 | 1.0267 | 1.132 | 0.8936 |
Largest Winning Trade | 55230 | 55230 | 41325 | 371952 | 371952 | 281177 |
Largest Losing Trade | -39846 | -27818 | -39846 | -364763 | -237384 | -364763 |
Avg Bars in Trades | 89 | 62 | 116 | 89 | 62 | 116 |
Avg Bars in Winners | 93 | 59 | 122 | 93 | 59 | 122 |
Avg Bars in Losers | 83 | 67 | 105 | 83 | 67 | 105 |
Bars Traded | 5811 | 2076 | 3735 | 5811 | 2076 | 3735 |
Profit Streak | 30.2146 | 30.2146 | 76.2146 | 30.2146 | 30.2146 | 76.2146 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121922 | -25337 | 524209 | -123816 | -4375 | 412709 |
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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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