Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227715.2293 | -17483.9749 | 245199.2043 | 314470.1132 | -139476.1953 | 453946.3085 |
Total P&L (%) | 227.7152 | -17.484 | 245.1992 | 314.4701 | -139.4762 | 453.9463 |
Avg Daily Profit (%) | 0.1497 | -0.0115 | 0.1612 | 0.0935 | 0 | 0.1126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61461 | -78712 | -33433 | -321787 | -264649 | -159152 |
Profit Factor | 1.829 | 0.8875 | 3.056 | 1.2983 | 0.763 | 1.9752 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 26 | 8 | 18 | 26 | 8 | 18 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 28.8889 | 17.7778 | 40 | 28.8889 | 17.7778 | 40 |
Ratio Avg Win / Avg Loss | 4.502 | 4.1048 | 4.584 | 3.1959 | 3.529 | 2.9629 |
Largest Winning Trade | 59362 | 51336 | 59362 | 219683 | 192981 | 219683 |
Largest Losing Trade | -15787 | -15787 | -10367 | -49686 | -48016 | -49686 |
Avg Bars in Trades | 49 | 23 | 74 | 49 | 23 | 74 |
Avg Bars in Winners | 143 | 85 | 170 | 143 | 85 | 170 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 4425 | 1064 | 3360 | 4425 | 1064 | 3360 |
Profit Streak | 32.2895 | 33.2895 | 0 | 32.2895 | 33.2895 | 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 | -1567 | -639039 | 334983 | -78790 | -639039 | -42691 |
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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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