Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216795.8283 | -29347.8095 | 246143.6378 | 225801.9143 | -114512.2365 | 340314.1508 |
Total P&L (%) | 216.7958 | -29.3478 | 246.1436 | 225.8019 | -114.5122 | 340.3142 |
Avg Daily Profit (%) | 0.2072 | -0.0281 | 0.2353 | 0.113 | 0 | 0.1418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86538 | -87237 | -52959 | -218810 | -193345 | -164910 |
Profit Factor | 1.8745 | 0.8213 | 3.943 | 1.3948 | 0.6554 | 2.4204 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 23 | 16 | 7 | 23 | 16 | 7 |
Profitability (%) | 61.6667 | 46.6667 | 76.6667 | 61.6667 | 46.6667 | 76.6667 |
Ratio Avg Win / Avg Loss | 1.1652 | 0.9387 | 1.2 | 0.867 | 0.7491 | 0.7366 |
Largest Winning Trade | 50309 | 42961 | 50309 | 109048 | 50590 | 109048 |
Largest Losing Trade | -55929 | -55929 | -40248 | -146686 | -146686 | -123171 |
Avg Bars in Trades | 96 | 67 | 124 | 96 | 67 | 124 |
Avg Bars in Winners | 81 | 53 | 99 | 81 | 53 | 99 |
Avg Bars in Losers | 120 | 81 | 209 | 120 | 81 | 209 |
Bars Traded | 5787 | 2038 | 3749 | 5787 | 2038 | 3749 |
Profit Streak | 60.6906 | 62.024 | 60.6906 | 60.6906 | 62.024 | 60.6906 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160881 | -581562 | 640819 | -214203 | -581562 | 73798 |
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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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