Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212731.7669 | -29864.0484 | 242595.8153 | 83249.5819 | -112504.3639 | 195753.9457 |
Total P&L (%) | 212.7318 | -29.864 | 242.5958 | 83.2496 | -112.5044 | 195.7539 |
Avg Daily Profit (%) | 0.1387 | -0.0195 | 0.1582 | 0.0395 | 0 | 0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97765 | -110875 | -67015 | -232398 | -175189 | -129878 |
Profit Factor | 1.51 | 0.8873 | 2.594 | 1.1095 | 0.7433 | 1.6084 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 73.6111 | 66.6667 | 80.5556 | 73.6111 | 66.6667 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.5413 | 0.4436 | 0.6261 | 0.3978 | 0.3716 | 0.3882 |
Largest Winning Trade | 36953 | 33066 | 36953 | 57492 | 41876 | 57492 |
Largest Losing Trade | -60227 | -60227 | -39225 | -116325 | -116325 | -116072 |
Avg Bars in Trades | 61 | 79 | 43 | 61 | 79 | 43 |
Avg Bars in Winners | 34 | 40 | 28 | 34 | 40 | 28 |
Avg Bars in Losers | 137 | 157 | 103 | 137 | 157 | 103 |
Bars Traded | 4415 | 2854 | 1561 | 4415 | 2854 | 1561 |
Profit Streak | 84.3016 | 84.3016 | 289.3016 | 84.3016 | 84.3016 | 289.3016 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87106 | -577658 | 532302 | -320806 | -577658 | -92860 |
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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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