Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162593.8487 | -16971.376 | 179565.2247 | 67741.6849 | -73416.3035 | 141157.9884 |
Total P&L (%) | 162.5938 | -16.9714 | 179.5652 | 67.7417 | -73.4163 | 141.158 |
Avg Daily Profit (%) | 0.1558 | -0.0163 | 0.1721 | 0.0496 | -0.1269 | 0.0844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100015 | -155271 | -37555 | -158845 | -181445 | -37878 |
Profit Factor | 1.336 | 0.9498 | 2.2299 | 1.1573 | 0.7695 | 2.2604 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 64.2857 | 63.2653 | 65.3061 | 64.2857 | 63.2653 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.7422 | 0.5515 | 1.1846 | 0.643 | 0.4468 | 1.2008 |
Largest Winning Trade | 20707 | 20707 | 20210 | 26447 | 24332 | 26447 |
Largest Losing Trade | -44730 | -44730 | -15725 | -83376 | -83376 | -15965 |
Avg Bars in Trades | 40 | 53 | 27 | 40 | 53 | 27 |
Avg Bars in Winners | 26 | 30 | 23 | 26 | 30 | 23 |
Avg Bars in Losers | 64 | 92 | 34 | 64 | 92 | 34 |
Bars Traded | 3932 | 2598 | 1334 | 3932 | 2598 | 1334 |
Profit Streak | 78.2858 | 100.7858 | 78.2858 | 78.2858 | 100.7858 | 78.2858 |
Trades During Streak | 14 | 9 | 7 | 14 | 9 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349138 | -577369 | 519570 | -172152 | -577369 | -73172 |
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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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