Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78059.4501 | -75903.9924 | 153963.4425 | -13726.9651 | -78093.5036 | 64366.5385 |
Total P&L (%) | 78.0595 | -75.904 | 153.9634 | -13.727 | -78.0935 | 64.3665 |
Avg Daily Profit (%) | 0.0749 | -0.0728 | 0.1478 | -0.0142 | -0.1456 | 0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128343 | -154084 | -58571 | -115524 | -113178 | -63734 |
Profit Factor | 1.2771 | 0.6507 | 3.3914 | 0.9384 | 0.5015 | 1.9703 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 20 | 14 | 6 | 20 | 14 | 6 |
Profitability (%) | 79.1667 | 70.8333 | 87.5 | 79.1667 | 70.8333 | 87.5 |
Ratio Avg Win / Avg Loss | 0.3361 | 0.2679 | 0.4845 | 0.247 | 0.2065 | 0.2815 |
Largest Winning Trade | 15543 | 12744 | 15543 | 13027 | 8087 | 13027 |
Largest Losing Trade | -68225 | -68225 | -33908 | -36523 | -36523 | -31925 |
Avg Bars in Trades | 39 | 54 | 24 | 39 | 54 | 24 |
Avg Bars in Winners | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Losers | 144 | 155 | 117 | 144 | 155 | 117 |
Bars Traded | 3816 | 2619 | 1197 | 3816 | 2619 | 1197 |
Profit Streak | 3.7509 | 0 | 132.7509 | 3.7509 | 0 | 132.7509 |
Trades During Streak | 1 | 0 | 17 | 1 | 0 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90781 | -577988 | 525989 | -576914 | -577988 | -121916 |
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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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