Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74040.9668 | -75211.4553 | 149252.4221 | -9920.2879 | -88124.6716 | 78204.3837 |
Total P&L (%) | 74.041 | -75.2115 | 149.2524 | -9.9203 | -88.1247 | 78.2044 |
Avg Daily Profit (%) | 0.072 | -0.0731 | 0.1452 | -0.0102 | -0.207 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102886 | -128496 | -47981 | -122334 | -118752 | -67362 |
Profit Factor | 1.2586 | 0.6494 | 3.0777 | 0.9626 | 0.5287 | 1.9966 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 72.8571 | 65.7143 | 80 | 72.8571 | 65.7143 | 80 |
Ratio Avg Win / Avg Loss | 0.4689 | 0.3388 | 0.7694 | 0.3586 | 0.2758 | 0.4992 |
Largest Winning Trade | 27788 | 24537 | 27788 | 18521 | 15967 | 18521 |
Largest Losing Trade | -63782 | -63782 | -24662 | -64249 | -64249 | -38612 |
Avg Bars in Trades | 53 | 66 | 41 | 53 | 66 | 41 |
Avg Bars in Winners | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Losers | 138 | 144 | 127 | 138 | 144 | 127 |
Bars Traded | 3750 | 2315 | 1435 | 3750 | 2315 | 1435 |
Profit Streak | 40.962 | 71.212 | 40.962 | 40.962 | 71.212 | 40.962 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192486 | -577221 | 333010 | -674631 | -577221 | -111432 |
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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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