Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204581.7949 | -18974.3301 | 223556.1249 | -9799.1585 | -43583.8368 | 33784.6784 |
Total P&L (%) | 204.5818 | -18.9743 | 223.5561 | -9.7992 | -43.5838 | 33.7847 |
Avg Daily Profit (%) | 0.1337 | -0.0124 | 0.1461 | -0.0067 | -0.0374 | 0.019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118361 | -123063 | -103766 | -88181 | -83668 | -79772 |
Profit Factor | 1.5248 | 0.9098 | 2.2456 | 0.964 | 0.7114 | 1.279 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 60.2941 | 52.9412 | 67.6471 | 60.2941 | 52.9412 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.0041 | 0.8087 | 1.074 | 0.6348 | 0.6324 | 0.6117 |
Largest Winning Trade | 52892 | 27945 | 52892 | 20367 | 20367 | 18616 |
Largest Losing Trade | -79536 | -64910 | -79536 | -60854 | -60854 | -53988 |
Avg Bars in Trades | 62 | 41 | 84 | 62 | 41 | 84 |
Avg Bars in Winners | 61 | 33 | 84 | 61 | 33 | 84 |
Avg Bars in Losers | 64 | 50 | 85 | 64 | 50 | 85 |
Bars Traded | 4276 | 1399 | 2877 | 4276 | 1399 | 2877 |
Profit Streak | 103.5249 | 103.5249 | 132.5249 | 103.5249 | 103.5249 | 132.5249 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123873 | -579455 | 315251 | -691549 | -579455 | -168309 |
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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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