Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153738.9829 | -26138.5776 | 179877.5605 | 50534.3919 | -76066.2186 | 126600.6105 |
Total P&L (%) | 153.739 | -26.1386 | 179.8776 | 50.5344 | -76.0662 | 126.6006 |
Avg Daily Profit (%) | 0.1487 | -0.0253 | 0.174 | 0.0396 | -0.1382 | 0.0791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73460 | -92637 | -23679 | -94391 | -131922 | -24482 |
Profit Factor | 1.5762 | 0.8821 | 4.985 | 1.1753 | 0.6788 | 3.4625 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 13 | 9 | 4 | 13 | 9 | 4 |
Profitability (%) | 84.8837 | 79.0698 | 90.6977 | 84.8837 | 79.0698 | 90.6977 |
Ratio Avg Win / Avg Loss | 0.2807 | 0.2335 | 0.5113 | 0.2093 | 0.1797 | 0.3551 |
Largest Winning Trade | 16572 | 13087 | 16572 | 13008 | 13008 | 12565 |
Largest Losing Trade | -69497 | -69497 | -23679 | -91594 | -91594 | -24482 |
Avg Bars in Trades | 33 | 50 | 15 | 33 | 50 | 15 |
Avg Bars in Winners | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Losers | 150 | 191 | 58 | 150 | 191 | 58 |
Bars Traded | 2863 | 2181 | 682 | 2863 | 2181 | 682 |
Profit Streak | 29.0299 | 76.0299 | 29.0299 | 29.0299 | 76.0299 | 29.0299 |
Trades During Streak | 10 | 14 | 5 | 10 | 14 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436063 | -575251 | 691177 | -164121 | -575251 | -76642 |
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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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