Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166673.4408 | -57414.4059 | 224087.8467 | 24755.7013 | -98657.1043 | 123412.8056 |
Total P&L (%) | 166.6734 | -57.4144 | 224.0878 | 24.7557 | -98.6571 | 123.4128 |
Avg Daily Profit (%) | 0.1094 | -0.0377 | 0.147 | 0.0145 | -0.2824 | 0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94183 | -104904 | -60362 | -308439 | -141953 | -258916 |
Profit Factor | 1.4095 | 0.7655 | 2.3818 | 1.029 | 0.763 | 1.2819 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 68.1818 | 60.6061 | 75.7576 | 68.1818 | 60.6061 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.6577 | 0.4976 | 0.7622 | 0.4802 | 0.496 | 0.4102 |
Largest Winning Trade | 43002 | 19285 | 43002 | 68624 | 41589 | 68624 |
Largest Losing Trade | -52346 | -49994 | -52346 | -184339 | -103527 | -184339 |
Avg Bars in Trades | 133 | 141 | 125 | 133 | 141 | 125 |
Avg Bars in Winners | 94 | 89 | 97 | 94 | 89 | 97 |
Avg Bars in Losers | 218 | 221 | 213 | 218 | 221 | 213 |
Bars Traded | 8824 | 4669 | 4155 | 8824 | 4669 | 4155 |
Profit Streak | 10.8782 | 10.8782 | 53.3782 | 10.8782 | 10.8782 | 53.3782 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172443 | -578333 | 351697 | -492013 | -578333 | -119375 |
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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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