Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115824.781 | -38529.9382 | 154354.7192 | 4975.9111 | -65101.2194 | 70077.1305 |
Total P&L (%) | 115.8248 | -38.5299 | 154.3547 | 4.9759 | -65.1012 | 70.0771 |
Avg Daily Profit (%) | 0.1107 | -0.0368 | 0.1476 | 0.0046 | -0.1006 | 0.0508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137852 | -140242 | -46952 | -129841 | -121728 | -40582 |
Profit Factor | 1.4798 | 0.8011 | 4.2365 | 1.0268 | 0.5498 | 2.7127 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 11 | 7 | 4 | 11 | 7 | 4 |
Profitability (%) | 85.5263 | 81.5789 | 89.4737 | 85.5263 | 81.5789 | 89.4737 |
Ratio Avg Win / Avg Loss | 0.2504 | 0.1809 | 0.4984 | 0.1738 | 0.1242 | 0.3191 |
Largest Winning Trade | 15914 | 12790 | 15914 | 16036 | 11976 | 16036 |
Largest Losing Trade | -66829 | -66829 | -25314 | -38200 | -38200 | -19883 |
Avg Bars in Trades | 37 | 53 | 21 | 37 | 53 | 21 |
Avg Bars in Winners | 11 | 13 | 10 | 11 | 13 | 10 |
Avg Bars in Losers | 188 | 231 | 114 | 188 | 231 | 114 |
Bars Traded | 2843 | 2022 | 821 | 2843 | 2022 | 821 |
Profit Streak | 92.4754 | 92.4754 | 297.4754 | 92.4754 | 92.4754 | 297.4754 |
Trades During Streak | 23 | 11 | 17 | 23 | 11 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92904 | -575072 | 544126 | -592341 | -575072 | -115986 |
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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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