Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206734.1971 | -54850.8541 | 261585.0512 | 118706.2745 | -92100.1203 | 210806.3948 |
Total P&L (%) | 206.7342 | -54.8509 | 261.5851 | 118.7063 | -92.1001 | 210.8064 |
Avg Daily Profit (%) | 0.135 | -0.0358 | 0.1708 | 0.0511 | -0.1656 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79015 | -149742 | -46057 | -137092 | -136009 | -47631 |
Profit Factor | 1.4312 | 0.8385 | 2.872 | 1.2335 | 0.7485 | 2.4829 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 137 | 62 | 75 | 137 | 62 | 75 |
Losing Trades | 41 | 27 | 14 | 41 | 27 | 14 |
Profitability (%) | 76.9663 | 69.6629 | 84.2697 | 76.9663 | 69.6629 | 84.2697 |
Ratio Avg Win / Avg Loss | 0.4283 | 0.3652 | 0.5361 | 0.3691 | 0.326 | 0.4635 |
Largest Winning Trade | 20099 | 20096 | 20099 | 18781 | 18781 | 17809 |
Largest Losing Trade | -59563 | -59563 | -46057 | -89460 | -89460 | -47631 |
Avg Bars in Trades | 32 | 40 | 25 | 32 | 40 | 25 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 89 | 102 | 65 | 89 | 102 | 65 |
Bars Traded | 5853 | 3626 | 2227 | 5853 | 3626 | 2227 |
Profit Streak | 57.166 | 84.166 | 57.166 | 57.166 | 84.166 | 57.166 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7509 | -576723 | 581040 | -120553 | -576723 | -86025 |
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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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