Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241106.8143 | -4904.5849 | 246011.3992 | 125458.282 | -47720.8597 | 173179.1417 |
Total P&L (%) | 241.1068 | -4.9046 | 246.0114 | 125.4583 | -47.7209 | 173.1791 |
Avg Daily Profit (%) | 0.1573 | -0.0032 | 0.1605 | 0.0531 | -0.0423 | 0.0656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75086 | -111481 | -57525 | -159762 | -136100 | -93968 |
Profit Factor | 1.5817 | 0.9842 | 3.3606 | 1.2266 | 0.8795 | 2.0975 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 18 | 13 | 5 | 18 | 13 | 5 |
Profitability (%) | 73.913 | 62.8571 | 85.2941 | 73.913 | 62.8571 | 85.2941 |
Ratio Avg Win / Avg Loss | 0.5582 | 0.5816 | 0.5794 | 0.4329 | 0.5197 | 0.3616 |
Largest Winning Trade | 31779 | 31779 | 30027 | 54370 | 54370 | 35882 |
Largest Losing Trade | -59198 | -59198 | -37072 | -123618 | -123618 | -56715 |
Avg Bars in Trades | 128 | 163 | 92 | 128 | 163 | 92 |
Avg Bars in Winners | 72 | 79 | 67 | 72 | 79 | 67 |
Avg Bars in Losers | 286 | 305 | 236 | 286 | 305 | 236 |
Bars Traded | 8869 | 5732 | 3137 | 8869 | 5732 | 3137 |
Profit Streak | 83.9409 | 83.9409 | 287.1075 | 83.9409 | 83.9409 | 287.1075 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93915 | -577711 | 601553 | -225398 | -577711 | -98353 |
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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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