Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211593.3994 | 9614.7499 | 201978.6495 | 145633.1589 | -44030.6243 | 189663.7831 |
Total P&L (%) | 211.5934 | 9.6148 | 201.9787 | 145.6332 | -44.0306 | 189.6638 |
Avg Daily Profit (%) | 0.2034 | 0.0092 | 0.1941 | 0.0864 | -0.0558 | 0.1023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80197 | -75070 | -33978 | -188303 | -162513 | -67133 |
Profit Factor | 1.6476 | 1.0403 | 3.2947 | 1.3333 | 0.858 | 2.4953 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 77.7778 | 70 | 85.3659 | 77.7778 | 70 | 85.3659 |
Ratio Avg Win / Avg Loss | 0.4707 | 0.4458 | 0.5648 | 0.3809 | 0.3677 | 0.4278 |
Largest Winning Trade | 19976 | 19976 | 16554 | 30767 | 24947 | 30767 |
Largest Losing Trade | -73073 | -73073 | -27220 | -158294 | -158294 | -67133 |
Avg Bars in Trades | 36 | 50 | 23 | 36 | 50 | 23 |
Avg Bars in Winners | 16 | 17 | 14 | 16 | 17 | 14 |
Avg Bars in Losers | 108 | 127 | 70 | 108 | 127 | 70 |
Bars Traded | 2966 | 2020 | 946 | 2966 | 2020 | 946 |
Profit Streak | 55.0975 | 95.0975 | 55.0975 | 55.0975 | 95.0975 | 55.0975 |
Trades During Streak | 12 | 8 | 6 | 12 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2698 | -519966 | 625976 | -89649 | -576593 | -48153 |
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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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