Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242069.4698 | -33902.2505 | 275971.7203 | 168245.1704 | -104153.7596 | 272398.93 |
Total P&L (%) | 242.0695 | -33.9023 | 275.9717 | 168.2452 | -104.1538 | 272.3989 |
Avg Daily Profit (%) | 0.1574 | -0.022 | 0.1794 | 0.0642 | 0 | 0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152251 | -74628 | -121192 | -424446 | -164324 | -282515 |
Profit Factor | 1.6628 | 0.7939 | 2.375 | 1.2216 | 0.6913 | 1.6458 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Losing Trades | 31 | 23 | 8 | 31 | 23 | 8 |
Profitability (%) | 65.9341 | 50 | 82.2222 | 65.9341 | 50 | 82.2222 |
Ratio Avg Win / Avg Loss | 0.8591 | 0.7939 | 0.5135 | 0.6312 | 0.6913 | 0.3559 |
Largest Winning Trade | 35162 | 25376 | 35162 | 97115 | 76280 | 97115 |
Largest Losing Trade | -63132 | -38963 | -63132 | -197183 | -110300 | -197183 |
Avg Bars in Trades | 93 | 21 | 166 | 93 | 21 | 166 |
Avg Bars in Winners | 87 | 17 | 131 | 87 | 17 | 131 |
Avg Bars in Losers | 103 | 25 | 327 | 103 | 25 | 327 |
Bars Traded | 8464 | 977 | 7486 | 8464 | 977 | 7486 |
Profit Streak | 66.8768 | 122.3768 | 66.8768 | 66.8768 | 122.3768 | 66.8768 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417497 | -579075 | 501152 | -105330 | -579075 | -73705 |
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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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