Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165909.4398 | 10452.9761 | 155456.4636 | 43019.6598 | -79779.8281 | 122799.4879 |
Total P&L (%) | 165.9094 | 10.453 | 155.4565 | 43.0197 | -79.7798 | 122.7995 |
Avg Daily Profit (%) | 0.1588 | 0.01 | 0.1488 | 0.0343 | -0.1529 | 0.0767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73081 | -113211 | -25274 | -142645 | -178329 | -32993 |
Profit Factor | 1.6061 | 1.0524 | 3.0896 | 1.1301 | 0.6894 | 2.6654 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 72.8571 | 77.1429 | 68.5714 | 72.8571 | 77.1429 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.5983 | 0.3118 | 1.4161 | 0.421 | 0.2043 | 1.2216 |
Largest Winning Trade | 25454 | 25454 | 23916 | 27129 | 25454 | 27129 |
Largest Losing Trade | -72021 | -72021 | -17493 | -81541 | -81541 | -23920 |
Avg Bars in Trades | 85 | 102 | 67 | 85 | 102 | 67 |
Avg Bars in Winners | 44 | 45 | 44 | 44 | 45 | 44 |
Avg Bars in Losers | 192 | 294 | 118 | 192 | 294 | 118 |
Bars Traded | 5953 | 3576 | 2377 | 5953 | 3576 | 2377 |
Profit Streak | 23.5349 | 48.8683 | 23.5349 | 23.5349 | 48.8683 | 23.5349 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86498 | -490741 | 497857 | -322155 | -575852 | -83116 |
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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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