Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238098.3911 | 33698.5482 | 204399.8429 | 148205.8682 | -81205.1199 | 229410.9881 |
Total P&L (%) | 238.0984 | 33.6985 | 204.3998 | 148.2059 | -81.2051 | 229.411 |
Avg Daily Profit (%) | 0.2286 | 0.0323 | 0.1962 | 0.0873 | -0.1603 | 0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93833 | -81399 | -44675 | -249181 | -198965 | -107952 |
Profit Factor | 1.67 | 1.1449 | 2.6646 | 1.2023 | 0.8255 | 1.8579 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 70.3704 | 60.9756 | 80 | 70.3704 | 60.9756 | 80 |
Ratio Avg Win / Avg Loss | 0.7032 | 0.7327 | 0.6662 | 0.5062 | 0.5283 | 0.4645 |
Largest Winning Trade | 36938 | 36938 | 32220 | 43412 | 43412 | 39845 |
Largest Losing Trade | -72980 | -72980 | -44675 | -169676 | -169676 | -95266 |
Avg Bars in Trades | 47 | 63 | 31 | 47 | 63 | 31 |
Avg Bars in Winners | 34 | 44 | 25 | 34 | 44 | 25 |
Avg Bars in Losers | 79 | 91 | 54 | 79 | 91 | 54 |
Bars Traded | 3849 | 2590 | 1259 | 3849 | 2590 | 1259 |
Profit Streak | 13.7809 | 13.7809 | 36.2809 | 13.7809 | 13.7809 | 36.2809 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4031 | -213219 | 548931 | -90863 | -578720 | -34035 |
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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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