Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291748.6762 | 51263.2264 | 240485.4498 | 322594.3044 | -158109.6269 | 480703.9313 |
Total P&L (%) | 291.7487 | 51.2632 | 240.4855 | 322.5943 | -158.1096 | 480.7039 |
Avg Daily Profit (%) | 0.1758 | 0.0309 | 0.1449 | 0.0869 | 0 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162058 | -170297 | -31806 | -361184 | -432751 | -19581 |
Profit Factor | 2.0231 | 1.2128 | 6.4332 | 1.5482 | 0.7124 | 13.3928 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 13 | 8 | 5 | 13 | 8 | 5 |
Profitability (%) | 77.9661 | 72.4138 | 83.3333 | 77.9661 | 72.4138 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.5718 | 0.462 | 1.2866 | 0.4375 | 0.2714 | 2.6786 |
Largest Winning Trade | 102257 | 102257 | 38220 | 67112 | 67112 | 50735 |
Largest Losing Trade | -58867 | -58867 | -27676 | -179366 | -179366 | -15393 |
Avg Bars in Trades | 101 | 138 | 64 | 101 | 138 | 64 |
Avg Bars in Winners | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Losers | 323 | 407 | 189 | 323 | 407 | 189 |
Bars Traded | 5971 | 4025 | 1944 | 5971 | 4025 | 1944 |
Profit Streak | 49.7219 | 49.7219 | 262.9719 | 49.7219 | 49.7219 | 262.9719 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165790 | -150710 | 487180 | -251278 | -576510 | -37174 |
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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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