Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467880.2451 | 226241.6152 | 241638.6299 | 1323501.3918 | 672039.6111 | 651461.7808 |
Total P&L (%) | 467.8802 | 226.2416 | 241.6386 | 1323.5014 | 672.0396 | 651.4618 |
Avg Daily Profit (%) | 0.4518 | 0.2185 | 0.2333 | 0.2568 | 0.1975 | 0.1949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145526 | -84681 | -101387 | -278958 | -137626 | -239935 |
Profit Factor | 2.3307 | 2.0342 | 2.8189 | 3.158 | 3.085 | 3.2389 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Profitability (%) | 65 | 50 | 80 | 65 | 50 | 80 |
Ratio Avg Win / Avg Loss | 1.255 | 2.0342 | 0.7047 | 1.7005 | 3.085 | 0.8097 |
Largest Winning Trade | 152343 | 152343 | 36907 | 453767 | 453767 | 260886 |
Largest Losing Trade | -41484 | -41484 | -37830 | -121146 | -79966 | -121146 |
Avg Bars in Trades | 47 | 53 | 40 | 47 | 53 | 40 |
Avg Bars in Winners | 36 | 39 | 35 | 36 | 39 | 35 |
Avg Bars in Losers | 67 | 68 | 64 | 67 | 68 | 64 |
Bars Traded | 2842 | 1614 | 1228 | 2842 | 1614 | 1228 |
Profit Streak | 109.6454 | 109.6454 | 292.6454 | 109.6454 | 109.6454 | 292.6454 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156952 | 466239 | 569745 | -155495 | 547807 | 602111 |
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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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