Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221843.3749 | -15315.9495 | 237159.3244 | 121236.5113 | -38032.5645 | 159269.0758 |
Total P&L (%) | 221.8434 | -15.3159 | 237.1593 | 121.2365 | -38.0326 | 159.2691 |
Avg Daily Profit (%) | 0.1443 | -0.01 | 0.1543 | 0.0517 | -0.0311 | 0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70785 | -103930 | -53682 | -164210 | -132420 | -50562 |
Profit Factor | 1.5785 | 0.9463 | 3.4152 | 1.2809 | 0.8815 | 2.4406 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 66.1538 | 57.5758 | 75 | 66.1538 | 57.5758 | 75 |
Ratio Avg Win / Avg Loss | 0.8076 | 0.6973 | 1.1384 | 0.6553 | 0.6496 | 0.8135 |
Largest Winning Trade | 43258 | 43258 | 29961 | 66804 | 66804 | 29221 |
Largest Losing Trade | -60430 | -60430 | -32184 | -124493 | -124493 | -39716 |
Avg Bars in Trades | 272 | 345 | 197 | 272 | 345 | 197 |
Avg Bars in Winners | 177 | 199 | 160 | 177 | 199 | 160 |
Avg Bars in Losers | 457 | 542 | 308 | 457 | 542 | 308 |
Bars Traded | 17705 | 11387 | 6318 | 17705 | 11387 | 6318 |
Profit Streak | 88.6228 | 88.6228 | 291.0395 | 88.6228 | 88.6228 | 291.0395 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132782 | -578860 | 620221 | -258119 | -578860 | -103702 |
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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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