Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179516.0059 | -25925.497 | 205441.5029 | 106895.8555 | -57668.5487 | 164564.4042 |
Total P&L (%) | 179.516 | -25.9255 | 205.4415 | 106.8959 | -57.6685 | 164.5644 |
Avg Daily Profit (%) | 0.172 | -0.0248 | 0.1968 | 0.0697 | -0.0823 | 0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119620 | -133703 | -69708 | -150460 | -156858 | -79513 |
Profit Factor | 1.4591 | 0.9126 | 3.1741 | 1.2722 | 0.8013 | 2.6051 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 22 | 16 | 6 | 22 | 16 | 6 |
Profitability (%) | 79.2453 | 69.8113 | 88.6792 | 79.2453 | 69.8113 | 88.6792 |
Ratio Avg Win / Avg Loss | 0.3822 | 0.3946 | 0.4052 | 0.3332 | 0.3465 | 0.3326 |
Largest Winning Trade | 20315 | 20315 | 17906 | 26146 | 17651 | 26146 |
Largest Losing Trade | -48556 | -48210 | -48556 | -73374 | -73374 | -50512 |
Avg Bars in Trades | 27 | 36 | 18 | 27 | 36 | 18 |
Avg Bars in Winners | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Losers | 89 | 94 | 75 | 89 | 94 | 75 |
Bars Traded | 2907 | 1914 | 992 | 2907 | 1914 | 992 |
Profit Streak | 62.8598 | 62.8598 | 145.1931 | 62.8598 | 62.8598 | 145.1931 |
Trades During Streak | 17 | 8 | 14 | 17 | 8 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474510 | -756653 | -162491 | -95233 | -756653 | -239637 |
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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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