Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148798.8287 | -11135.1501 | 159933.9787 | 49497.534 | -79524.886 | 129022.4199 |
Total P&L (%) | 148.7988 | -11.1352 | 159.934 | 49.4975 | -79.5249 | 129.0224 |
Avg Daily Profit (%) | 0.1423 | -0.0107 | 0.153 | 0.0385 | -0.1516 | 0.0793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65855 | -84173 | -6640 | -71500 | -132179 | -4138 |
Profit Factor | 1.6781 | 0.9448 | 9.991 | 1.2089 | 0.6443 | 10.6529 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 13 | 8 | 5 | 13 | 8 | 5 |
Profitability (%) | 79.6875 | 75 | 84.375 | 79.6875 | 75 | 84.375 |
Ratio Avg Win / Avg Loss | 0.4277 | 0.3149 | 1.8502 | 0.3082 | 0.2148 | 1.9728 |
Largest Winning Trade | 45618 | 45618 | 34202 | 27942 | 25594 | 27942 |
Largest Losing Trade | -59214 | -59214 | -6640 | -69836 | -69836 | -4138 |
Avg Bars in Trades | 87 | 128 | 45 | 87 | 128 | 45 |
Avg Bars in Winners | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Losers | 277 | 404 | 73 | 277 | 404 | 73 |
Bars Traded | 5574 | 4121 | 1453 | 5574 | 4121 | 1453 |
Profit Streak | 26.7045 | 123.8711 | 26.7045 | 26.7045 | 123.8711 | 26.7045 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140683 | -576080 | 773783 | -283097 | -576080 | -72516 |
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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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