Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170452.6372 | -28061.0557 | 198513.6929 | 299140.1722 | -94511.8368 | 393652.0091 |
Total P&L (%) | 170.4526 | -28.0611 | 198.5137 | 299.1402 | -94.5118 | 393.652 |
Avg Daily Profit (%) | 0.1322 | -0.0218 | 0.154 | 0.1074 | -0.2249 | 0.1239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40159 | -60810 | -10914 | -83264 | -124554 | -25108 |
Profit Factor | 1.9544 | 0.8105 | 7.5108 | 1.7637 | 0.7198 | 8.2437 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Losing Trades | 20 | 17 | 3 | 20 | 17 | 3 |
Profitability (%) | 77.0115 | 61.3636 | 93.0233 | 77.0115 | 61.3636 | 93.0233 |
Ratio Avg Win / Avg Loss | 0.5834 | 0.5103 | 0.5633 | 0.5265 | 0.4532 | 0.6183 |
Largest Winning Trade | 33101 | 13077 | 33101 | 43908 | 30559 | 43908 |
Largest Losing Trade | -31113 | -31113 | -10914 | -61505 | -61505 | -25108 |
Avg Bars in Trades | 36 | 20 | 52 | 36 | 20 | 52 |
Avg Bars in Winners | 16 | 5 | 23 | 16 | 5 | 23 |
Avg Bars in Losers | 103 | 44 | 432 | 103 | 44 | 432 |
Bars Traded | 3168 | 912 | 2256 | 3168 | 912 | 2256 |
Profit Streak | 0 | 0 | 235.4452 | 0 | 0 | 235.4452 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11590 | -578968 | 706813 | -45013 | -578968 | -15182 |
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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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