Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205297.7368 | 166403.7243 | 38894.0126 | -22875.2264 | -181539.6688 | 158664.4424 |
Total P&L (%) | 205.2977 | 166.4037 | 38.894 | -22.8752 | -181.5397 | 158.6644 |
Avg Daily Profit (%) | 0.1994 | 0.1616 | 0.0378 | -0.0252 | 0 | 0.0924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144669 | -108039 | -53573 | -436574 | -455674 | -35615 |
Profit Factor | 1.578 | 1.6329 | 1.4216 | 0.9749 | 0.7833 | 3.1058 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 12 | 6 | 6 | 12 | 6 | 6 |
Profitability (%) | 83.0986 | 82.8571 | 83.3333 | 83.0986 | 82.8571 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.321 | 0.3378 | 0.2843 | 0.1983 | 0.1621 | 0.6212 |
Largest Winning Trade | 49481 | 49481 | 16984 | 59630 | 59630 | 25788 |
Largest Losing Trade | -78728 | -78728 | -52261 | -252225 | -252225 | -35615 |
Avg Bars in Trades | 52 | 103 | 3 | 52 | 103 | 3 |
Avg Bars in Winners | 15 | 28 | 2 | 15 | 28 | 2 |
Avg Bars in Losers | 237 | 465 | 9 | 237 | 465 | 9 |
Bars Traded | 3758 | 3615 | 143 | 3758 | 3615 | 143 |
Profit Streak | 86.9233 | 89.9233 | 86.9233 | 86.9233 | 89.9233 | 86.9233 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77582 | 472508 | -139741 | -666093 | -575259 | -60657 |
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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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