Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175179.2269 | -27192.518 | 202371.745 | 284382.5573 | -115882.5377 | 400265.095 |
Total P&L (%) | 175.1792 | -27.1925 | 202.3717 | 284.3826 | -115.8825 | 400.2651 |
Avg Daily Profit (%) | 0.1343 | -0.0208 | 0.1552 | 0.1033 | 0 | 0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43385 | -61224 | -31864 | -110488 | -163951 | -67715 |
Profit Factor | 1.8919 | 0.7694 | 3.5784 | 1.6316 | 0.5933 | 3.4207 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 19 | 16 | 3 | 19 | 16 | 3 |
Profitability (%) | 75.641 | 58.9744 | 92.3077 | 75.641 | 58.9744 | 92.3077 |
Ratio Avg Win / Avg Loss | 0.6093 | 0.5352 | 0.2982 | 0.5254 | 0.4127 | 0.2851 |
Largest Winning Trade | 25464 | 21107 | 25464 | 49037 | 22666 | 49037 |
Largest Losing Trade | -31864 | -18703 | -31864 | -67715 | -53039 | -67715 |
Avg Bars in Trades | 48 | 13 | 82 | 48 | 13 | 82 |
Avg Bars in Winners | 32 | 4 | 50 | 32 | 4 | 50 |
Avg Bars in Losers | 94 | 26 | 457 | 94 | 26 | 457 |
Bars Traded | 3744 | 536 | 3208 | 3744 | 536 | 3208 |
Profit Streak | 184.3796 | 184.3796 | 250.713 | 184.3796 | 184.3796 | 250.713 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46736 | -578729 | 640300 | -88601 | -578729 | -17789 |
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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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