Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194182.1333 | 2901.1351 | 191280.9982 | -47203.4521 | -5768.5042 | -41434.948 |
Total P&L (%) | 194.1821 | 2.9011 | 191.281 | -47.2035 | -5.7685 | -41.4349 |
Avg Daily Profit (%) | 0.1864 | 0.0028 | 0.1836 | -0.0613 | -0.0057 | -0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94017 | -31271 | -94017 | -104665 | -16258 | -104665 |
Profit Factor | 1.5783 | 1.0221 | 1.934 | 0.7048 | 0.8321 | 0.6699 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 68.3544 | 60 | 76.9231 | 68.3544 | 60 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.7307 | 0.6814 | 0.5802 | 0.3263 | 0.5548 | 0.201 |
Largest Winning Trade | 35426 | 13805 | 35426 | 11372 | 4346 | 11372 |
Largest Losing Trade | -94017 | -27082 | -94017 | -104665 | -11553 | -104665 |
Avg Bars in Trades | 310 | 124 | 501 | 310 | 124 | 501 |
Avg Bars in Winners | 239 | 86 | 361 | 239 | 86 | 361 |
Avg Bars in Losers | 464 | 182 | 966 | 464 | 182 | 966 |
Bars Traded | 24528 | 4985 | 19543 | 24528 | 4985 | 19543 |
Profit Streak | 68.6444 | 105.7694 | 68.6444 | 68.6444 | 105.7694 | 68.6444 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19617 | -550419 | 448028 | -608018 | -578217 | -576709 |
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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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