Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253251.7671 | 4764.9236 | 248486.8435 | 176126.0543 | -60044.4112 | 236170.4655 |
Total P&L (%) | 253.2518 | 4.7649 | 248.4868 | 176.1261 | -60.0444 | 236.1705 |
Avg Daily Profit (%) | 0.165 | 0.0031 | 0.1619 | 0.0662 | -0.0598 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81402 | -78701 | -76055 | -215096 | -210152 | -182798 |
Profit Factor | 1.6371 | 1.016 | 3.495 | 1.2183 | 0.893 | 1.9615 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 22 | 15 | 7 | 22 | 15 | 7 |
Profitability (%) | 68.1159 | 57.1429 | 79.4118 | 68.1159 | 57.1429 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.7663 | 0.762 | 0.9061 | 0.5703 | 0.6698 | 0.5085 |
Largest Winning Trade | 41478 | 41478 | 38941 | 76507 | 76507 | 61171 |
Largest Losing Trade | -57132 | -57132 | -34193 | -128946 | -128946 | -71792 |
Avg Bars in Trades | 85 | 104 | 66 | 85 | 104 | 66 |
Avg Bars in Winners | 59 | 68 | 53 | 59 | 68 | 53 |
Avg Bars in Losers | 140 | 152 | 114 | 140 | 152 | 114 |
Bars Traded | 5905 | 3653 | 2252 | 5905 | 3653 | 2252 |
Profit Streak | 159.5582 | 159.5582 | 285.3082 | 159.5582 | 159.5582 | 285.3082 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94507 | -556747 | 590062 | -208757 | -578479 | -81278 |
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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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