Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310815.5573 | 81981.7273 | 228833.83 | 213269.1745 | -377.5843 | 213646.7588 |
Total P&L (%) | 310.8156 | 81.9817 | 228.8338 | 213.2692 | -0.3776 | 213.6468 |
Avg Daily Profit (%) | 0.2105 | 0.0555 | 0.155 | 0.0774 | -0.0003 | 0.0774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108146 | -53402 | -72491 | -209544 | -133442 | -155050 |
Profit Factor | 1.7972 | 1.3499 | 2.4705 | 1.288 | 0.9991 | 1.6863 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 59.0909 | 48.4848 | 69.697 | 59.0909 | 48.4848 | 69.697 |
Ratio Avg Win / Avg Loss | 1.2442 | 1.4343 | 1.0741 | 0.8917 | 1.0616 | 0.7332 |
Largest Winning Trade | 89819 | 89819 | 60610 | 148568 | 144969 | 148568 |
Largest Losing Trade | -72491 | -28906 | -72491 | -149778 | -96843 | -149778 |
Avg Bars in Trades | 263 | 198 | 327 | 263 | 198 | 327 |
Avg Bars in Winners | 270 | 154 | 351 | 270 | 154 | 351 |
Avg Bars in Losers | 251 | 239 | 272 | 251 | 239 | 272 |
Bars Traded | 17363 | 6552 | 10811 | 17363 | 6552 | 10811 |
Profit Streak | 47.4436 | 47.4436 | 66.2769 | 47.4436 | 47.4436 | 66.2769 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115895 | -118443 | 515980 | -217214 | -579165 | -85629 |
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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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