Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196035.1882 | -41166.1941 | 237201.3823 | 82763.6995 | -72253.7293 | 155017.4288 |
Total P&L (%) | 196.0352 | -41.1662 | 237.2014 | 82.7637 | -72.2537 | 155.0174 |
Avg Daily Profit (%) | 0.1279 | -0.0269 | 0.1547 | 0.0393 | -0.0836 | 0.0611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59814 | -98971 | -72690 | -88594 | -125542 | -76343 |
Profit Factor | 1.5732 | 0.8413 | 3.8715 | 1.2267 | 0.7412 | 2.8064 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 16 | 12 | 4 | 16 | 12 | 4 |
Profitability (%) | 72.8814 | 60 | 86.2069 | 72.8814 | 60 | 86.2069 |
Ratio Avg Win / Avg Loss | 0.5854 | 0.5609 | 0.6194 | 0.4565 | 0.4942 | 0.449 |
Largest Winning Trade | 41104 | 41104 | 35029 | 53240 | 53240 | 23591 |
Largest Losing Trade | -59814 | -59814 | -45128 | -88594 | -88594 | -45533 |
Avg Bars in Trades | 150 | 191 | 107 | 150 | 191 | 107 |
Avg Bars in Winners | 96 | 109 | 87 | 96 | 109 | 87 |
Avg Bars in Losers | 295 | 315 | 236 | 295 | 315 | 236 |
Bars Traded | 8871 | 5749 | 3122 | 8871 | 5749 | 3122 |
Profit Streak | 83.9559 | 83.9559 | 560.9559 | 83.9559 | 83.9559 | 560.9559 |
Trades During Streak | 8 | 4 | 12 | 8 | 4 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197179 | -578119 | 624097 | -317327 | -578119 | -102876 |
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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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