Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126815.4616 | -50436.7543 | 177252.2159 | 25448.7218 | -58508.0871 | 83956.8089 |
Total P&L (%) | 126.8155 | -50.4368 | 177.2522 | 25.4487 | -58.5081 | 83.9568 |
Avg Daily Profit (%) | 0.1213 | -0.0483 | 0.1696 | 0.0217 | -0.0841 | 0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115353 | -112307 | -67284 | -116073 | -92611 | -79162 |
Profit Factor | 1.4328 | 0.7512 | 2.9621 | 1.0961 | 0.6479 | 1.851 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 15 | 10 | 5 | 15 | 10 | 5 |
Profitability (%) | 80.7692 | 74.359 | 87.1795 | 80.7692 | 74.359 | 87.1795 |
Ratio Avg Win / Avg Loss | 0.3411 | 0.259 | 0.4356 | 0.261 | 0.2234 | 0.2722 |
Largest Winning Trade | 17921 | 10150 | 17921 | 19065 | 9803 | 19065 |
Largest Losing Trade | -69161 | -69161 | -35206 | -65797 | -65797 | -46644 |
Avg Bars in Trades | 49 | 55 | 42 | 49 | 55 | 42 |
Avg Bars in Winners | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Losers | 173 | 165 | 188 | 173 | 165 | 188 |
Bars Traded | 3829 | 2154 | 1675 | 3829 | 2154 | 1675 |
Profit Streak | 93.2156 | 93.2156 | 134.4656 | 93.2156 | 93.2156 | 134.4656 |
Trades During Streak | 25 | 12 | 13 | 25 | 12 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64502 | -575935 | 594291 | -316573 | -575935 | -108028 |
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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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