Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198783.0674 | -42621.7709 | 241404.8382 | 55753.1091 | -108243.2129 | 163996.322 |
Total P&L (%) | 198.7831 | -42.6218 | 241.4048 | 55.7531 | -108.2432 | 163.9963 |
Avg Daily Profit (%) | 0.1299 | -0.0279 | 0.1578 | 0.029 | 0 | 0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89607 | -118382 | -48922 | -144872 | -137602 | -73234 |
Profit Factor | 1.4989 | 0.8585 | 3.4826 | 1.1135 | 0.6978 | 2.2346 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 17 | 12 | 5 | 17 | 12 | 5 |
Profitability (%) | 73.4375 | 62.5 | 84.375 | 73.4375 | 62.5 | 84.375 |
Ratio Avg Win / Avg Loss | 0.5422 | 0.5151 | 0.6449 | 0.4028 | 0.4187 | 0.4138 |
Largest Winning Trade | 31062 | 29272 | 31062 | 38187 | 32986 | 38187 |
Largest Losing Trade | -59943 | -59943 | -35022 | -109785 | -109785 | -51258 |
Avg Bars in Trades | 91 | 118 | 65 | 91 | 118 | 65 |
Avg Bars in Winners | 54 | 63 | 48 | 54 | 63 | 48 |
Avg Bars in Losers | 194 | 210 | 155 | 194 | 210 | 155 |
Bars Traded | 5887 | 3790 | 2097 | 5887 | 3790 | 2097 |
Profit Streak | 81.2822 | 81.2822 | 284.5322 | 81.2822 | 81.2822 | 284.5322 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158823 | -577823 | 605443 | -391329 | -577823 | -101018 |
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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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