Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170665.6364 | 56891.075 | 113774.5614 | -3846.1697 | -22173.0472 | 18326.8775 |
Total P&L (%) | 170.6656 | 56.8911 | 113.7746 | -3.8462 | -22.173 | 18.3269 |
Avg Daily Profit (%) | 0.1534 | 0.0511 | 0.1023 | -0.0035 | -0.0225 | 0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201593 | -73816 | -171655 | -723511 | -236022 | -689582 |
Profit Factor | 1.4624 | 1.5926 | 1.4166 | 0.9966 | 0.9168 | 1.0213 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 61.7978 | 52.2727 | 71.1111 | 61.7978 | 52.2727 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.904 | 1.4542 | 0.5755 | 0.6161 | 0.8371 | 0.4149 |
Largest Winning Trade | 57164 | 57164 | 32718 | 94932 | 75867 | 94932 |
Largest Losing Trade | -71199 | -14310 | -71199 | -310566 | -73822 | -310566 |
Avg Bars in Trades | 37 | 9 | 63 | 37 | 9 | 63 |
Avg Bars in Winners | 30 | 7 | 46 | 30 | 7 | 46 |
Avg Bars in Losers | 48 | 12 | 106 | 48 | 12 | 106 |
Bars Traded | 3300 | 424 | 2875 | 3300 | 424 | 2875 |
Profit Streak | 63.1552 | 164.4886 | 63.1552 | 63.1552 | 164.4886 | 63.1552 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364363 | -121542 | -53520 | -577289 | -578707 | -375581 |
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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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