Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252731.6489 | 19676.0331 | 233055.6158 | 385811.427 | -282902.8303 | 668714.2573 |
Total P&L (%) | 252.7316 | 19.676 | 233.0556 | 385.8114 | -282.9028 | 668.7143 |
Avg Daily Profit (%) | 0.1649 | 0.0128 | 0.1521 | 0.1032 | 0 | 0.1332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100558 | -84183 | -39678 | -1086344 | -915632 | -341854 |
Profit Factor | 1.767 | 1.1057 | 2.6261 | 1.1518 | 0.8062 | 1.6184 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 53.1646 | 55 | 51.2821 | 53.1646 | 55 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.5566 | 0.9046 | 2.4948 | 1.0147 | 0.6596 | 1.5375 |
Largest Winning Trade | 70856 | 51562 | 70856 | 332272 | 331228 | 332272 |
Largest Losing Trade | -24564 | -24564 | -16959 | -295347 | -295347 | -141889 |
Avg Bars in Trades | 72 | 57 | 87 | 72 | 57 | 87 |
Avg Bars in Winners | 92 | 63 | 125 | 92 | 63 | 125 |
Avg Bars in Losers | 49 | 50 | 47 | 49 | 50 | 47 |
Bars Traded | 5726 | 2310 | 3416 | 5726 | 2310 | 3416 |
Profit Streak | 13.1426 | 14.6426 | 0 | 13.1426 | 14.6426 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19588 | -287484 | 446642 | -139008 | -579511 | -11572 |
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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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