Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231987.4308 | 224069.319 | 7918.1118 | 108964.2314 | 153773.0215 | -44808.7902 |
Total P&L (%) | 231.9874 | 224.0693 | 7.9181 | 108.9642 | 153.773 | -44.8088 |
Avg Daily Profit (%) | 0.1624 | 0.1568 | 0.0055 | 0.0516 | 0.0652 | -0.0416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89662 | -56395 | -44051 | -97710 | -38517 | -97710 |
Profit Factor | 1.5863 | 2.2786 | 1.0359 | 1.2645 | 2.0889 | 0.8345 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 49.2958 | 50 | 48.5714 | 49.2958 | 50 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.6316 | 2.2786 | 1.0969 | 1.3006 | 2.0889 | 0.8836 |
Largest Winning Trade | 121834 | 121834 | 31623 | 78920 | 78920 | 64689 |
Largest Losing Trade | -51783 | -51783 | -32391 | -97710 | -34018 | -97710 |
Avg Bars in Trades | 53 | 55 | 52 | 53 | 55 | 52 |
Avg Bars in Winners | 78 | 72 | 85 | 78 | 72 | 85 |
Avg Bars in Losers | 29 | 39 | 20 | 29 | 39 | 20 |
Bars Traded | 3825 | 1998 | 1827 | 3825 | 1998 | 1827 |
Profit Streak | 84.7583 | 247.7583 | 0 | 84.7583 | 247.7583 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80749 | 452141 | -532778 | -215134 | -100923 | -581343 |
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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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