Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213088.6206 | -11983.0828 | 225071.7035 | 35158.5195 | -119543.6267 | 154702.1462 |
Total P&L (%) | 213.0886 | -11.9831 | 225.0717 | 35.1585 | -119.5436 | 154.7021 |
Avg Daily Profit (%) | 0.1398 | -0.0079 | 0.1476 | 0.0198 | 0 | 0.0613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104069 | -122184 | -70792 | -204106 | -195585 | -134891 |
Profit Factor | 1.4595 | 0.9595 | 2.3384 | 1.0463 | 0.7305 | 1.4886 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 22 | 16 | 6 | 22 | 16 | 6 |
Profitability (%) | 72.1519 | 60 | 84.6154 | 72.1519 | 60 | 84.6154 |
Ratio Avg Win / Avg Loss | 0.5633 | 0.6396 | 0.4252 | 0.4038 | 0.487 | 0.2707 |
Largest Winning Trade | 38145 | 33313 | 38145 | 54365 | 40377 | 54365 |
Largest Losing Trade | -62906 | -62906 | -47218 | -107472 | -96634 | -107472 |
Avg Bars in Trades | 37 | 47 | 25 | 37 | 47 | 25 |
Avg Bars in Winners | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Losers | 81 | 85 | 71 | 81 | 85 | 71 |
Bars Traded | 2923 | 1912 | 1011 | 2923 | 1912 | 1011 |
Profit Streak | 79.1758 | 79.1758 | 284.6758 | 79.1758 | 79.1758 | 284.6758 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33759 | -578490 | 422827 | -367134 | -578490 | -105415 |
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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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