Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270343.9683 | -8379.0958 | 278723.0641 | 577426.7536 | -36396.9665 | 613823.72 |
Total P&L (%) | 270.344 | -8.3791 | 278.7231 | 577.4268 | -36.397 | 613.8237 |
Avg Daily Profit (%) | 0.1766 | -0.0055 | 0.1821 | 0.1251 | -0.0296 | 0.1285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66149 | -61393 | -47073 | -258303 | -200408 | -200864 |
Profit Factor | 2.575 | 0.9327 | 6.9171 | 2.0412 | 0.8971 | 4.0547 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 13 | 11 | 2 | 13 | 11 | 2 |
Profitability (%) | 80.597 | 67.6471 | 93.9394 | 80.597 | 67.6471 | 93.9394 |
Ratio Avg Win / Avg Loss | 0.6199 | 0.4461 | 0.4463 | 0.4914 | 0.429 | 0.2616 |
Largest Winning Trade | 34297 | 15974 | 34297 | 107126 | 41708 | 107126 |
Largest Losing Trade | -57095 | -57095 | -47073 | -200864 | -158072 | -200864 |
Avg Bars in Trades | 39 | 17 | 63 | 39 | 17 | 63 |
Avg Bars in Winners | 30 | 5 | 49 | 30 | 5 | 49 |
Avg Bars in Losers | 77 | 41 | 275 | 77 | 41 | 275 |
Bars Traded | 2672 | 586 | 2086 | 2672 | 586 | 2086 |
Profit Streak | 178.4134 | 178.4134 | 477.9134 | 178.4134 | 178.4134 | 477.9134 |
Trades During Streak | 4 | 2 | 9 | 4 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106115 | -577259 | 715722 | -140184 | -577259 | -10067 |
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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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