Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205081.8815 | -40080.8275 | 245162.709 | 207272.8759 | -144707.4805 | 351980.3564 |
Total P&L (%) | 205.0819 | -40.0808 | 245.1627 | 207.2729 | -144.7075 | 351.9804 |
Avg Daily Profit (%) | 0.1341 | -0.0262 | 0.1603 | 0.0734 | 0 | 0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58019 | -81203 | -49604 | -153257 | -158201 | -75026 |
Profit Factor | 1.6793 | 0.7841 | 3.1087 | 1.3418 | 0.6202 | 2.5613 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 51.5625 | 46.875 | 56.25 | 51.5625 | 46.875 | 56.25 |
Ratio Avg Win / Avg Loss | 1.5775 | 0.8886 | 2.4179 | 1.2604 | 0.7029 | 1.9921 |
Largest Winning Trade | 60796 | 46230 | 60796 | 117396 | 49700 | 117396 |
Largest Losing Trade | -22741 | -22741 | -18773 | -62083 | -45325 | -62083 |
Avg Bars in Trades | 44 | 28 | 60 | 44 | 28 | 60 |
Avg Bars in Winners | 66 | 33 | 93 | 66 | 33 | 93 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 2849 | 923 | 1926 | 2849 | 923 | 1926 |
Profit Streak | 25.5482 | 25.5482 | 50.0482 | 25.5482 | 25.5482 | 50.0482 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152581 | -580726 | 554987 | -236334 | -580726 | -54120 |
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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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