Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115732.9216 | -42509.237 | 158242.1586 | 16209.5619 | -139116.6251 | 155326.187 |
Total P&L (%) | 115.7329 | -42.5092 | 158.2422 | 16.2096 | -139.1166 | 155.3262 |
Avg Daily Profit (%) | 0.1112 | -0.0408 | 0.152 | 0.0144 | 0 | 0.0901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72098 | -114793 | -1364 | -135922 | -206141 | -1999 |
Profit Factor | 1.6297 | 0.7654 | 62.6521 | 1.0569 | 0.5064 | 52.7664 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 7 | 5 | 2 | 7 | 5 | 2 |
Profitability (%) | 88.3333 | 83.3333 | 93.3333 | 88.3333 | 83.3333 | 93.3333 |
Ratio Avg Win / Avg Loss | 0.2152 | 0.1531 | 4.4751 | 0.1396 | 0.1013 | 3.769 |
Largest Winning Trade | 15914 | 14905 | 15914 | 20577 | 20577 | 19744 |
Largest Losing Trade | -68931 | -68931 | -1364 | -95494 | -95494 | -1999 |
Avg Bars in Trades | 47 | 75 | 19 | 47 | 75 | 19 |
Avg Bars in Winners | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Losers | 269 | 371 | 13 | 269 | 371 | 13 |
Bars Traded | 2842 | 2251 | 591 | 2842 | 2251 | 591 |
Profit Streak | 28.0738 | 28.0738 | 36.4071 | 28.0738 | 28.0738 | 36.4071 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -211389 | -575111 | 826847 | -509698 | -575111 | -56934 |
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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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