Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116199.5296 | -88400.8469 | 204600.3765 | 76583.7195 | -66751.1446 | 143334.8641 |
Total P&L (%) | 116.1995 | -88.4008 | 204.6004 | 76.5837 | -66.7511 | 143.3349 |
Avg Daily Profit (%) | 0.1112 | -0.0846 | 0.1957 | 0.0544 | -0.1053 | 0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71808 | -96083 | -56929 | -72708 | -74961 | -63775 |
Profit Factor | 1.4874 | 0.4089 | 3.302 | 1.3676 | 0.4321 | 2.5785 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 18 | 13 | 5 | 18 | 13 | 5 |
Profitability (%) | 72.7273 | 60.6061 | 84.8485 | 72.7273 | 60.6061 | 84.8485 |
Ratio Avg Win / Avg Loss | 0.5578 | 0.2658 | 0.5896 | 0.5128 | 0.2809 | 0.4604 |
Largest Winning Trade | 39358 | 9016 | 39358 | 49871 | 6775 | 49871 |
Largest Losing Trade | -38959 | -27440 | -38959 | -44346 | -19424 | -44346 |
Avg Bars in Trades | 43 | 14 | 72 | 43 | 14 | 72 |
Avg Bars in Winners | 33 | 5 | 53 | 33 | 5 | 53 |
Avg Bars in Losers | 69 | 27 | 181 | 69 | 27 | 181 |
Bars Traded | 2858 | 466 | 2392 | 2858 | 466 | 2392 |
Profit Streak | 16.4885 | 186.4885 | 16.4885 | 16.4885 | 186.4885 | 16.4885 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169514 | -577711 | 577054 | -245913 | -577711 | -72281 |
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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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