Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191141.7466 | -30888.1365 | 222029.8831 | 332934.536 | -157144.9484 | 490079.4843 |
Total P&L (%) | 191.1417 | -30.8881 | 222.0299 | 332.9345 | -157.1449 | 490.0795 |
Avg Daily Profit (%) | 0.1854 | -0.03 | 0.2154 | 0.1422 | 0 | 0.1723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50914 | -79315 | -27254 | -145967 | -257663 | -78747 |
Profit Factor | 1.8198 | 0.8348 | 5.8095 | 1.5075 | 0.7012 | 4.7685 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 88 | 35 | 53 | 88 | 35 | 53 |
Losing Trades | 36 | 27 | 9 | 36 | 27 | 9 |
Profitability (%) | 70.9677 | 56.4516 | 85.4839 | 70.9677 | 56.4516 | 85.4839 |
Ratio Avg Win / Avg Loss | 0.7445 | 0.644 | 0.9865 | 0.6167 | 0.541 | 0.8097 |
Largest Winning Trade | 20223 | 20223 | 16573 | 67149 | 67149 | 36678 |
Largest Losing Trade | -38430 | -38430 | -25392 | -100918 | -100918 | -74598 |
Avg Bars in Trades | 22 | 14 | 30 | 22 | 14 | 30 |
Avg Bars in Winners | 16 | 6 | 24 | 16 | 6 | 24 |
Avg Bars in Losers | 36 | 25 | 69 | 36 | 25 | 69 |
Bars Traded | 2807 | 912 | 1895 | 2807 | 912 | 1895 |
Profit Streak | 2.7735 | 0 | 119.4402 | 2.7735 | 0 | 119.4402 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364855 | -733844 | -135008 | -1509 | -733844 | -136139 |
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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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