Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195061.3683 | -47343.2757 | 242404.644 | 48971.3012 | -30637.2263 | 79608.5275 |
Total P&L (%) | 195.0614 | -47.3433 | 242.4046 | 48.9713 | -30.6372 | 79.6085 |
Avg Daily Profit (%) | 0.1274 | -0.0309 | 0.1583 | 0.026 | -0.0239 | 0.0382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133904 | -128284 | -76135 | -581363 | -344293 | -479241 |
Profit Factor | 1.4165 | 0.8395 | 2.3978 | 1.0289 | 0.9614 | 1.0882 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 24 | 17 | 7 | 24 | 17 | 7 |
Profitability (%) | 68.4211 | 55.2632 | 81.5789 | 68.4211 | 55.2632 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.6538 | 0.6796 | 0.5414 | 0.4749 | 0.7782 | 0.2457 |
Largest Winning Trade | 33443 | 25106 | 33443 | 102079 | 102079 | 102034 |
Largest Losing Trade | -50469 | -50469 | -46139 | -263981 | -143413 | -263981 |
Avg Bars in Trades | 77 | 92 | 63 | 77 | 92 | 63 |
Avg Bars in Winners | 51 | 56 | 48 | 51 | 56 | 48 |
Avg Bars in Losers | 134 | 136 | 128 | 134 | 136 | 128 |
Bars Traded | 5895 | 3501 | 2394 | 5895 | 3501 | 2394 |
Profit Streak | 60.916 | 84.166 | 60.916 | 60.916 | 84.166 | 60.916 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73403 | -578717 | 522069 | -399499 | -578717 | -261582 |
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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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