Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192132.2573 | -35203.7656 | 227336.023 | 32011.9594 | -71863.8813 | 103875.8407 |
Total P&L (%) | 192.1323 | -35.2038 | 227.336 | 32.012 | -71.8639 | 103.8758 |
Avg Daily Profit (%) | 0.1255 | -0.023 | 0.1485 | 0.0181 | -0.0828 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100347 | -91617 | -80265 | -460091 | -202154 | -427904 |
Profit Factor | 1.6842 | 0.8245 | 3.8323 | 1.0403 | 0.804 | 1.2428 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 10 | 9 | 1 | 10 | 9 | 1 |
Profitability (%) | 83.6066 | 70.9677 | 96.6667 | 83.6066 | 70.9677 | 96.6667 |
Ratio Avg Win / Avg Loss | 0.3302 | 0.3373 | 0.1321 | 0.204 | 0.3289 | 0.0429 |
Largest Winning Trade | 33664 | 15475 | 33664 | 67531 | 34440 | 67531 |
Largest Losing Trade | -80265 | -53694 | -80265 | -427904 | -128852 | -427904 |
Avg Bars in Trades | 43 | 42 | 44 | 43 | 42 | 44 |
Avg Bars in Winners | 21 | 14 | 27 | 21 | 14 | 27 |
Avg Bars in Losers | 150 | 110 | 515 | 150 | 110 | 515 |
Bars Traded | 2626 | 1304 | 1322 | 2626 | 1304 | 1322 |
Profit Streak | 144.3315 | 144.3315 | 504.8315 | 144.3315 | 144.3315 | 504.8315 |
Trades During Streak | 6 | 3 | 10 | 6 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -185327 | -576748 | 587645 | -509735 | -576748 | -125747 |
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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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