Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257077.709 | 104290.1495 | 152787.5595 | 135212.9451 | 22033.1232 | 113179.8219 |
Total P&L (%) | 257.0777 | 104.2902 | 152.7876 | 135.2129 | 22.0331 | 113.1798 |
Avg Daily Profit (%) | 0.2509 | 0.1018 | 0.1491 | 0.0835 | 0.0194 | 0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115965 | -86384 | -72388 | -184166 | -127859 | -90487 |
Profit Factor | 1.7807 | 1.4709 | 2.4176 | 1.4094 | 1.103 | 1.9722 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 63.2353 | 52.9412 | 73.5294 | 63.2353 | 52.9412 | 73.5294 |
Ratio Avg Win / Avg Loss | 1.0353 | 1.3074 | 0.8703 | 0.8194 | 0.9805 | 0.71 |
Largest Winning Trade | 80198 | 80198 | 32353 | 80122 | 80122 | 40107 |
Largest Losing Trade | -72388 | -50922 | -72388 | -90130 | -49202 | -90130 |
Avg Bars in Trades | 54 | 72 | 36 | 54 | 72 | 36 |
Avg Bars in Winners | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Losers | 92 | 113 | 53 | 92 | 113 | 53 |
Bars Traded | 3730 | 2480 | 1250 | 3730 | 2480 | 1250 |
Profit Streak | 17.0096 | 17.0096 | 128.2596 | 17.0096 | 17.0096 | 128.2596 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99982 | -55015 | 444675 | -192662 | -280345 | -88800 |
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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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