Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232190.7764 | -21624.4533 | 253815.2297 | 122637.943 | -99687.7015 | 222325.6445 |
Total P&L (%) | 232.1908 | -21.6245 | 253.8152 | 122.6379 | -99.6877 | 222.3256 |
Avg Daily Profit (%) | 0.1523 | -0.0142 | 0.1665 | 0.0525 | -0.3778 | 0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95323 | -99873 | -78424 | -339078 | -226965 | -147497 |
Profit Factor | 1.5484 | 0.9248 | 2.8693 | 1.1458 | 0.8069 | 1.684 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 23 | 16 | 7 | 23 | 16 | 7 |
Profitability (%) | 68.4932 | 56.7568 | 80.5556 | 68.4932 | 56.7568 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.7122 | 0.7046 | 0.6926 | 0.5271 | 0.6148 | 0.4065 |
Largest Winning Trade | 30735 | 21871 | 30735 | 69694 | 69694 | 48742 |
Largest Losing Trade | -60322 | -60322 | -40873 | -192804 | -192804 | -129392 |
Avg Bars in Trades | 120 | 149 | 89 | 120 | 149 | 89 |
Avg Bars in Winners | 71 | 89 | 59 | 71 | 89 | 59 |
Avg Bars in Losers | 224 | 229 | 213 | 224 | 229 | 213 |
Bars Traded | 8765 | 5549 | 3216 | 8765 | 5549 | 3216 |
Profit Streak | 78.3987 | 78.3987 | 128.232 | 78.3987 | 78.3987 | 128.232 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64942 | -578527 | 551771 | -256703 | -578527 | -84677 |
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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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