Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367138.253 | 43386.8536 | 323751.3993 | 679107.691 | -68803.7204 | 747911.4114 |
Total P&L (%) | 367.1383 | 43.3869 | 323.7514 | 679.1077 | -68.8037 | 747.9114 |
Avg Daily Profit (%) | 0.2393 | 0.0283 | 0.211 | 0.1339 | -0.0759 | 0.1394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106391 | -35754 | -106959 | -1225503 | -403502 | -1230242 |
Profit Factor | 2.6281 | 1.673 | 3.0106 | 1.3256 | 0.8696 | 1.48 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Profitability (%) | 69.1176 | 58.8235 | 79.4118 | 69.1176 | 58.8235 | 79.4118 |
Ratio Avg Win / Avg Loss | 1.1743 | 1.1711 | 0.7805 | 0.5923 | 0.6087 | 0.3837 |
Largest Winning Trade | 47461 | 17887 | 47461 | 206515 | 63519 | 206515 |
Largest Losing Trade | -82891 | -11418 | -82891 | -1167318 | -151038 | -1167318 |
Avg Bars in Trades | 42 | 2 | 82 | 42 | 2 | 82 |
Avg Bars in Winners | 30 | 2 | 52 | 30 | 2 | 52 |
Avg Bars in Losers | 69 | 4 | 199 | 69 | 4 | 199 |
Bars Traded | 2905 | 99 | 2806 | 2905 | 99 | 2806 |
Profit Streak | 19.9305 | 110.9305 | 19.9305 | 19.9305 | 110.9305 | 19.9305 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98098 | -153003 | 541397 | -125268 | -578811 | -2654 |
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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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