Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104683.3832 | 24768.8632 | 79914.52 | -9711.8279 | -14157.8868 | 4446.0589 |
Total P&L (%) | 104.6834 | 24.7689 | 79.9145 | -9.7118 | -14.1579 | 4.4461 |
Avg Daily Profit (%) | 0.201 | 0.0476 | 0.1534 | -0.0196 | -0.0293 | 0.0084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119738 | -46803 | -101602 | -101916 | -49038 | -78553 |
Profit Factor | 1.5072 | 1.4332 | 1.5355 | 0.9454 | 0.7521 | 1.0368 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 74.6479 | 75 | 74.2857 | 74.6479 | 75 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.5119 | 0.4777 | 0.5315 | 0.3211 | 0.2507 | 0.3589 |
Largest Winning Trade | 21683 | 13672 | 21683 | 15462 | 4713 | 15462 |
Largest Losing Trade | -82099 | -27796 | -82099 | -58350 | -31865 | -58350 |
Avg Bars in Trades | 336 | 75 | 604 | 336 | 75 | 604 |
Avg Bars in Winners | 195 | 45 | 352 | 195 | 45 | 352 |
Avg Bars in Losers | 749 | 165 | 1332 | 749 | 165 | 1332 |
Bars Traded | 23864 | 2709 | 21155 | 23864 | 2709 | 21155 |
Profit Streak | 7.4121 | 182.2662 | 0 | 7.4121 | 182.2662 | 0 |
Trades During Streak | 1 | 12 | 0 | 1 | 12 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80380 | -129615 | 347377 | -668471 | -576239 | -526567 |
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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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