Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191490.2733 | -56026.0811 | 247516.3544 | 70072.8089 | -161549.0454 | 231621.8542 |
Total P&L (%) | 191.4903 | -56.0261 | 247.5164 | 70.0728 | -161.549 | 231.6219 |
Avg Daily Profit (%) | 0.1251 | -0.0366 | 0.1617 | 0.0347 | 0 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68197 | -90579 | -82694 | -124288 | -184577 | -123994 |
Profit Factor | 1.525 | 0.7898 | 3.5213 | 1.1253 | 0.6067 | 2.561 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 18 | 13 | 5 | 18 | 13 | 5 |
Profitability (%) | 71.875 | 59.375 | 84.375 | 71.875 | 59.375 | 84.375 |
Ratio Avg Win / Avg Loss | 0.5968 | 0.5404 | 0.6521 | 0.4403 | 0.4151 | 0.4743 |
Largest Winning Trade | 35732 | 21882 | 35732 | 41042 | 41000 | 41042 |
Largest Losing Trade | -58844 | -58844 | -49377 | -124288 | -124288 | -69043 |
Avg Bars in Trades | 137 | 179 | 96 | 137 | 179 | 96 |
Avg Bars in Winners | 82 | 93 | 73 | 82 | 93 | 73 |
Avg Bars in Losers | 280 | 304 | 219 | 280 | 304 | 219 |
Bars Traded | 8825 | 5738 | 3087 | 8825 | 5738 | 3087 |
Profit Streak | 81.1405 | 81.1405 | 558.9738 | 81.1405 | 81.1405 | 558.9738 |
Trades During Streak | 5 | 2 | 12 | 5 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165378 | -578632 | 611429 | -370076 | -578632 | -80453 |
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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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