Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75874.9489 | -77837.6872 | 153712.6361 | -15162.5082 | -79659.5672 | 64497.059 |
Total P&L (%) | 75.8749 | -77.8377 | 153.7126 | -15.1625 | -79.6596 | 64.4971 |
Avg Daily Profit (%) | 0.0728 | -0.0747 | 0.1476 | -0.0158 | -0.1528 | 0.0478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123082 | -154903 | -62770 | -113037 | -114805 | -54271 |
Profit Factor | 1.2594 | 0.6514 | 3.221 | 0.9283 | 0.4827 | 2.121 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 14 | 10 | 4 | 14 | 10 | 4 |
Profitability (%) | 85.1064 | 78.7234 | 91.4894 | 85.1064 | 78.7234 | 91.4894 |
Ratio Avg Win / Avg Loss | 0.2204 | 0.1761 | 0.2996 | 0.1625 | 0.1305 | 0.1973 |
Largest Winning Trade | 14221 | 9238 | 14221 | 13434 | 5855 | 13434 |
Largest Losing Trade | -68613 | -68613 | -35940 | -36705 | -36705 | -28387 |
Avg Bars in Trades | 30 | 41 | 19 | 30 | 41 | 19 |
Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 145 | 154 | 123 | 145 | 154 | 123 |
Bars Traded | 2870 | 1947 | 923 | 2870 | 1947 | 923 |
Profit Streak | 89.5349 | 89.5349 | 135.5349 | 89.5349 | 89.5349 | 135.5349 |
Trades During Streak | 29 | 14 | 17 | 29 | 14 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90705 | -575278 | 518507 | -573966 | -575278 | -121114 |
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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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