Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324855.8567 | 116935.9548 | 207919.902 | 185646.5968 | 129945.9058 | 55700.691 |
Total P&L (%) | 324.8559 | 116.936 | 207.9199 | 185.6466 | 129.9459 | 55.7007 |
Avg Daily Profit (%) | 0.3164 | 0.1139 | 0.2025 | 0.1023 | 0.0811 | 0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87633 | -68651 | -87633 | -385692 | -95962 | -381181 |
Profit Factor | 2.0381 | 1.5957 | 2.7827 | 1.2781 | 1.4991 | 1.1368 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 62.1212 | 51.5152 | 72.7273 | 62.1212 | 51.5152 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.2428 | 1.5019 | 1.0435 | 0.7793 | 1.4109 | 0.4263 |
Largest Winning Trade | 50691 | 50691 | 34828 | 96555 | 96555 | 62021 |
Largest Losing Trade | -87633 | -39079 | -87633 | -381181 | -60933 | -381181 |
Avg Bars in Trades | 42 | 51 | 34 | 42 | 51 | 34 |
Avg Bars in Winners | 32 | 41 | 26 | 32 | 41 | 26 |
Avg Bars in Losers | 59 | 62 | 54 | 59 | 62 | 54 |
Bars Traded | 2826 | 1698 | 1128 | 2826 | 1698 | 1128 |
Profit Streak | 18.8223 | 0 | 129.489 | 18.8223 | 0 | 129.489 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114989 | -37768 | 582529 | -184512 | -83151 | -203624 |
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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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