Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243795.8251 | 84149.865 | 159645.9601 | 135334.9931 | 24817.9347 | 110517.0583 |
Total P&L (%) | 243.7958 | 84.1499 | 159.646 | 135.335 | 24.8179 | 110.5171 |
Avg Daily Profit (%) | 0.236 | 0.0814 | 0.1545 | 0.0829 | 0.0215 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100402 | -92719 | -74922 | -127843 | -104832 | -78333 |
Profit Factor | 1.6861 | 1.3404 | 2.476 | 1.4446 | 1.1223 | 2.0889 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 14 | 28 | 42 | 14 | 28 |
Losing Trades | 34 | 24 | 10 | 34 | 24 | 10 |
Profitability (%) | 55.2632 | 36.8421 | 73.6842 | 55.2632 | 36.8421 | 73.6842 |
Ratio Avg Win / Avg Loss | 1.3649 | 2.2979 | 0.8843 | 1.1694 | 1.924 | 0.746 |
Largest Winning Trade | 77830 | 77830 | 29143 | 85431 | 85431 | 44999 |
Largest Losing Trade | -68902 | -50956 | -68902 | -75138 | -52449 | -75138 |
Avg Bars in Trades | 49 | 63 | 35 | 49 | 63 | 35 |
Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Losers | 69 | 81 | 39 | 69 | 81 | 39 |
Bars Traded | 3747 | 2396 | 1351 | 3747 | 2396 | 1351 |
Profit Streak | 20.9596 | 0 | 328.2096 | 20.9596 | 0 | 328.2096 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42253 | -87878 | 492577 | -133618 | -257852 | -91009 |
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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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