Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163528.0218 | -30393.1956 | 193921.2175 | 73196.4561 | -102967.0605 | 176163.5166 |
Total P&L (%) | 163.528 | -30.3932 | 193.9212 | 73.1965 | -102.9671 | 176.1635 |
Avg Daily Profit (%) | 0.1571 | -0.0292 | 0.1862 | 0.0528 | 0 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77644 | -102879 | -39773 | -160305 | -163882 | -96453 |
Profit Factor | 1.4216 | 0.8761 | 2.3597 | 1.1033 | 0.7501 | 1.5939 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 68.75 | 59.375 | 78.125 | 68.75 | 59.375 | 78.125 |
Ratio Avg Win / Avg Loss | 0.6462 | 0.5994 | 0.6607 | 0.5015 | 0.5132 | 0.4463 |
Largest Winning Trade | 38918 | 38918 | 23611 | 39604 | 38628 | 39604 |
Largest Losing Trade | -40522 | -40522 | -39773 | -96453 | -65306 | -96453 |
Avg Bars in Trades | 60 | 55 | 65 | 60 | 55 | 65 |
Avg Bars in Winners | 47 | 39 | 54 | 47 | 39 | 54 |
Avg Bars in Losers | 88 | 77 | 108 | 88 | 77 | 108 |
Bars Traded | 3880 | 1772 | 2108 | 3880 | 1772 | 2108 |
Profit Streak | 73.3612 | 115.6112 | 73.3612 | 73.3612 | 115.6112 | 73.3612 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133131 | -578206 | 511486 | -370578 | -578206 | -57463 |
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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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