Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255205.0576 | -20522.2799 | 275727.3375 | 521368.7748 | -277109.7034 | 798478.4782 |
Total P&L (%) | 255.2051 | -20.5223 | 275.7273 | 521.3688 | -277.1097 | 798.4785 |
Avg Daily Profit (%) | 0.1673 | -0.0135 | 0.1807 | 0.1198 | 0 | 0.144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73148 | -49821 | -53346 | -645857 | -368882 | -439512 |
Profit Factor | 2.2853 | 0.7889 | 3.7205 | 1.4138 | 0.525 | 2.1803 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 18 | 15 | 3 | 18 | 15 | 3 |
Profitability (%) | 73.1343 | 55.8824 | 90.9091 | 73.1343 | 55.8824 | 90.9091 |
Ratio Avg Win / Avg Loss | 0.8395 | 0.6228 | 0.372 | 0.5194 | 0.4145 | 0.218 |
Largest Winning Trade | 43298 | 11147 | 43298 | 178584 | 45339 | 178584 |
Largest Losing Trade | -53346 | -18300 | -53346 | -439512 | -184550 | -439512 |
Avg Bars in Trades | 42 | 1 | 86 | 42 | 1 | 86 |
Avg Bars in Winners | 35 | 1 | 56 | 35 | 1 | 56 |
Avg Bars in Losers | 64 | 1 | 377 | 64 | 1 | 377 |
Bars Traded | 2879 | 41 | 2838 | 2879 | 41 | 2838 |
Profit Streak | 242.2033 | 242.2033 | 248.7033 | 242.2033 | 242.2033 | 248.7033 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107662 | -578401 | 642929 | -150093 | -578401 | 264213 |
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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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