Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148592.157 | -24112.3095 | 172704.4665 | 55692.9136 | -150674.9671 | 206367.8807 |
Total P&L (%) | 148.5922 | -24.1123 | 172.7045 | 55.6929 | -150.675 | 206.3679 |
Avg Daily Profit (%) | 0.1439 | -0.0233 | 0.1672 | 0.0429 | 0 | 0.1085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75808 | -113653 | -11317 | -181024 | -256161 | -15003 |
Profit Factor | 1.6593 | 0.8724 | 5.7463 | 1.1345 | 0.5861 | 5.1215 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 15 | 7 | 8 | 15 | 7 | 8 |
Profitability (%) | 78.2609 | 79.4118 | 77.1429 | 78.2609 | 79.4118 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.4609 | 0.2262 | 1.7026 | 0.3151 | 0.152 | 1.5175 |
Largest Winning Trade | 30524 | 18920 | 30524 | 32931 | 29704 | 32931 |
Largest Losing Trade | -64418 | -64418 | -11317 | -122666 | -122666 | -15003 |
Avg Bars in Trades | 42 | 55 | 30 | 42 | 55 | 30 |
Avg Bars in Winners | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Losers | 106 | 179 | 42 | 106 | 179 | 42 |
Bars Traded | 2926 | 1874 | 1052 | 2926 | 1874 | 1052 |
Profit Streak | 41.7044 | 56.371 | 41.7044 | 41.7044 | 56.371 | 41.7044 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101354 | -575581 | 742189 | -311612 | -575581 | -35351 |
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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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