Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280456.2176 | 1559.6613 | 278896.5563 | 328352.4076 | -69474.5782 | 397826.9858 |
Total P&L (%) | 280.4562 | 1.5597 | 278.8966 | 328.3524 | -69.4746 | 397.827 |
Avg Daily Profit (%) | 0.184 | 0.001 | 0.183 | 0.0955 | -0.0778 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70452 | -75754 | -65933 | -245199 | -172571 | -159707 |
Profit Factor | 1.7775 | 1.0078 | 2.7407 | 1.3988 | 0.8426 | 2.0418 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 27 | 18 | 9 | 27 | 18 | 9 |
Profitability (%) | 59.0909 | 45.4545 | 72.7273 | 59.0909 | 45.4545 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.2306 | 1.2093 | 1.0277 | 0.9684 | 1.0112 | 0.7657 |
Largest Winning Trade | 62260 | 44871 | 62260 | 160500 | 118543 | 160500 |
Largest Losing Trade | -34735 | -33587 | -34735 | -134643 | -134643 | -94699 |
Avg Bars in Trades | 134 | 83 | 186 | 134 | 83 | 186 |
Avg Bars in Winners | 159 | 95 | 199 | 159 | 95 | 199 |
Avg Bars in Losers | 99 | 74 | 149 | 99 | 74 | 149 |
Bars Traded | 8898 | 2760 | 6138 | 8898 | 2760 | 6138 |
Profit Streak | 21.8904 | 0 | 66.7238 | 21.8904 | 0 | 66.7238 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117027 | -570981 | 572330 | -193233 | -580903 | -46913 |
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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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