Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228453.6253 | -5927.9131 | 234381.5385 | 49377.6775 | -135396.6735 | 184774.351 |
Total P&L (%) | 228.4536 | -5.9279 | 234.3815 | 49.3777 | -135.3967 | 184.7744 |
Avg Daily Profit (%) | 0.1494 | -0.0039 | 0.1533 | 0.0262 | 0 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91717 | -118280 | -71457 | -153216 | -203913 | -106427 |
Profit Factor | 1.4945 | 0.9813 | 2.6215 | 1.0787 | 0.6877 | 1.9531 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 76.4706 | 70.5882 | 82.3529 | 76.4706 | 70.5882 | 82.3529 |
Ratio Avg Win / Avg Loss | 0.4598 | 0.4089 | 0.5618 | 0.3319 | 0.2865 | 0.4185 |
Largest Winning Trade | 34935 | 27982 | 34935 | 30367 | 30367 | 27795 |
Largest Losing Trade | -60067 | -60067 | -48741 | -78322 | -73024 | -78322 |
Avg Bars in Trades | 64 | 83 | 45 | 64 | 83 | 45 |
Avg Bars in Winners | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Losers | 172 | 200 | 125 | 172 | 200 | 125 |
Bars Traded | 4390 | 2846 | 1544 | 4390 | 2846 | 1544 |
Profit Streak | 80.1013 | 80.1013 | 283.7679 | 80.1013 | 80.1013 | 283.7679 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102538 | -576758 | 538477 | -403335 | -576758 | -95088 |
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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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