Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232785.2281 | 25745.2954 | 207039.9327 | -84337.5346 | -53449.4552 | -30888.0794 |
Total P&L (%) | 232.7852 | 25.7453 | 207.0399 | -84.3375 | -53.4495 | -30.8881 |
Avg Daily Profit (%) | 0.1783 | 0.0197 | 0.1586 | -0.1419 | -0.0585 | -0.0283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98083 | -38016 | -98083 | -152288 | -65235 | -152288 |
Profit Factor | 1.6166 | 1.2671 | 1.7365 | 0.8158 | 0.5513 | 0.9088 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 15 | 10 | 5 | 15 | 10 | 5 |
Profitability (%) | 80.7692 | 74.359 | 87.1795 | 80.7692 | 74.359 | 87.1795 |
Ratio Avg Win / Avg Loss | 0.3849 | 0.4369 | 0.2554 | 0.1942 | 0.1901 | 0.1336 |
Largest Winning Trade | 44617 | 10099 | 44617 | 44886 | 7100 | 44886 |
Largest Losing Trade | -98083 | -27839 | -98083 | -152288 | -40504 | -152288 |
Avg Bars in Trades | 64 | 10 | 117 | 64 | 10 | 117 |
Avg Bars in Winners | 38 | 6 | 66 | 38 | 6 | 66 |
Avg Bars in Losers | 170 | 23 | 466 | 170 | 23 | 466 |
Bars Traded | 5002 | 408 | 4594 | 5002 | 408 | 4594 |
Profit Streak | 113.2549 | 432.0049 | 113.2549 | 113.2549 | 432.0049 | 113.2549 |
Trades During Streak | 8 | 12 | 4 | 8 | 12 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25283 | -166841 | 495991 | -613779 | -575829 | -574781 |
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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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