Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277648.7129 | 23138.0401 | 254510.6727 | 925142.894 | 83016.7475 | 842126.1464 |
Total P&L (%) | 277.6487 | 23.138 | 254.5107 | 925.1429 | 83.0167 | 842.1261 |
Avg Daily Profit (%) | 0.2678 | 0.0223 | 0.2455 | 0.2248 | 0.0583 | 0.2166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28314 | -44267 | -19509 | -163729 | -201675 | -163729 |
Profit Factor | 3.2973 | 1.3433 | 5.761 | 2.6436 | 1.3032 | 3.9126 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
Profitability (%) | 72.1311 | 64.5161 | 80 | 72.1311 | 64.5161 | 80 |
Ratio Avg Win / Avg Loss | 1.274 | 0.7388 | 1.4402 | 1.0214 | 0.7168 | 0.9782 |
Largest Winning Trade | 38178 | 15080 | 38178 | 176012 | 110348 | 176012 |
Largest Losing Trade | -26016 | -26016 | -19509 | -163729 | -127973 | -163729 |
Avg Bars in Trades | 46 | 8 | 85 | 46 | 8 | 85 |
Avg Bars in Winners | 43 | 5 | 74 | 43 | 5 | 74 |
Avg Bars in Losers | 53 | 12 | 128 | 53 | 12 | 128 |
Bars Traded | 2813 | 254 | 2559 | 2813 | 254 | 2559 |
Profit Streak | 7.6173 | 116.284 | 7.6173 | 7.6173 | 116.284 | 7.6173 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148175 | -165653 | 711765 | -149388 | -113101 | 609073 |
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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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