Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132539.5087 | -39835.3944 | 172374.9031 | 37008.3939 | -30170.9575 | 67179.3514 |
Total P&L (%) | 132.5395 | -39.8354 | 172.3749 | 37.0084 | -30.171 | 67.1794 |
Avg Daily Profit (%) | 0.1282 | -0.0385 | 0.1667 | 0.0305 | -0.0347 | 0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119167 | -141571 | -64825 | -99993 | -105934 | -69163 |
Profit Factor | 1.3995 | 0.8302 | 2.7732 | 1.1434 | 0.8223 | 1.7607 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 78.0488 | 73.1707 | 82.9268 | 78.0488 | 73.1707 | 82.9268 |
Ratio Avg Win / Avg Loss | 0.3936 | 0.3044 | 0.571 | 0.3216 | 0.3015 | 0.3625 |
Largest Winning Trade | 21285 | 18643 | 21285 | 18643 | 18643 | 12890 |
Largest Losing Trade | -58320 | -58320 | -48747 | -49263 | -37242 | -49263 |
Avg Bars in Trades | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Winners | 19 | 13 | 25 | 19 | 13 | 25 |
Avg Bars in Losers | 141 | 144 | 135 | 141 | 144 | 135 |
Bars Traded | 3811 | 2011 | 1800 | 3811 | 2011 | 1800 |
Profit Streak | 89.0462 | 89.0462 | 123.7962 | 89.0462 | 89.0462 | 123.7962 |
Trades During Streak | 23 | 11 | 12 | 23 | 11 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25913 | -576086 | 565559 | -222220 | -576086 | -120292 |
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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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