Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235795.6162 | 9559.0751 | 226236.5411 | 166907.5878 | -66826.789 | 233734.3768 |
Total P&L (%) | 235.7956 | 9.5591 | 226.2365 | 166.9076 | -66.8268 | 233.7344 |
Avg Daily Profit (%) | 0.1545 | 0.0063 | 0.1482 | 0.0643 | -0.0723 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113972 | -87268 | -44844 | -455084 | -353132 | -146010 |
Profit Factor | 1.6031 | 1.0393 | 2.5345 | 1.1352 | 0.9054 | 1.443 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 40.2985 | 32.3529 | 48.4848 | 40.2985 | 32.3529 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.375 | 2.173 | 2.6929 | 1.6818 | 1.8932 | 1.5331 |
Largest Winning Trade | 77447 | 77447 | 71976 | 203712 | 203712 | 143567 |
Largest Losing Trade | -28379 | -24355 | -28379 | -110906 | -110906 | -106607 |
Avg Bars in Trades | 132 | 95 | 171 | 132 | 95 | 171 |
Avg Bars in Winners | 250 | 186 | 294 | 250 | 186 | 294 |
Avg Bars in Losers | 53 | 51 | 54 | 53 | 51 | 54 |
Bars Traded | 8898 | 3248 | 5650 | 8898 | 3248 | 5650 |
Profit Streak | 36.9482 | 38.9482 | 0 | 36.9482 | 38.9482 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114239 | -532803 | 324697 | -302209 | -584333 | -86043 |
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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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