Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124496.4669 | -41796.9316 | 166293.3985 | 58844.9455 | -114715.9375 | 173560.883 |
Total P&L (%) | 124.4965 | -41.7969 | 166.2934 | 58.8449 | -114.7159 | 173.5609 |
Avg Daily Profit (%) | 0.1201 | -0.0403 | 0.1604 | 0.0446 | 0 | 0.0971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82947 | -127712 | -23893 | -161203 | -215602 | -31869 |
Profit Factor | 1.535 | 0.7823 | 5.0846 | 1.1743 | 0.5966 | 4.2598 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 19 | 14 | 5 | 19 | 14 | 5 |
Profitability (%) | 79.1209 | 69.5652 | 88.8889 | 79.1209 | 69.5652 | 88.8889 |
Ratio Avg Win / Avg Loss | 0.4051 | 0.3423 | 0.6356 | 0.3099 | 0.261 | 0.5325 |
Largest Winning Trade | 14718 | 14531 | 14718 | 20153 | 20153 | 19086 |
Largest Losing Trade | -65294 | -65294 | -23893 | -98609 | -98609 | -31869 |
Avg Bars in Trades | 31 | 39 | 22 | 31 | 39 | 22 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 105 | 104 | 108 | 105 | 104 | 108 |
Bars Traded | 2833 | 1838 | 995 | 2833 | 1838 | 995 |
Profit Streak | 9.8133 | 9.8133 | 10.1466 | 9.8133 | 9.8133 | 10.1466 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27480 | -577503 | 652260 | -159098 | -577503 | -53119 |
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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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