Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238822.5445 | 13893.6801 | 224928.8644 | 179319.0358 | -161234.7835 | 340553.8193 |
Total P&L (%) | 238.8225 | 13.8937 | 224.9289 | 179.319 | -161.2348 | 340.5538 |
Avg Daily Profit (%) | 0.1559 | 0.0091 | 0.1468 | 0.0671 | 0 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83134 | -98845 | -51702 | -266166 | -239152 | -180228 |
Profit Factor | 1.6599 | 1.0516 | 3.4247 | 1.2193 | 0.7218 | 2.4301 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 57.377 | 48.3871 | 66.6667 | 57.377 | 48.3871 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2331 | 1.1217 | 1.7123 | 0.9058 | 0.7699 | 1.2151 |
Largest Winning Trade | 82559 | 82559 | 46549 | 79803 | 79803 | 69138 |
Largest Losing Trade | -49211 | -49211 | -37198 | -138040 | -83933 | -138040 |
Avg Bars in Trades | 66 | 39 | 93 | 66 | 39 | 93 |
Avg Bars in Winners | 68 | 32 | 95 | 68 | 32 | 95 |
Avg Bars in Losers | 63 | 46 | 89 | 63 | 46 | 89 |
Bars Traded | 4048 | 1238 | 2810 | 4048 | 1238 | 2810 |
Profit Streak | 182.7479 | 186.0812 | 182.7479 | 182.7479 | 186.0812 | 182.7479 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154409 | -388793 | 437792 | -269159 | -580472 | -57496 |
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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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