Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147510.3202 | -4673.4048 | 152183.725 | -2008.9287 | -10923.2798 | 8914.3511 |
Total P&L (%) | 147.5103 | -4.6734 | 152.1837 | -2.0089 | -10.9233 | 8.9144 |
Avg Daily Profit (%) | 0.1417 | -0.0045 | 0.1462 | -0.0019 | -0.0111 | 0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108171 | -92494 | -54997 | -62998 | -61981 | -28265 |
Profit Factor | 1.3772 | 0.9806 | 2.0096 | 0.9915 | 0.9057 | 1.0746 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 78.8235 | 73.8095 | 83.7209 | 78.8235 | 73.8095 | 83.7209 |
Ratio Avg Win / Avg Loss | 0.37 | 0.3479 | 0.3908 | 0.2664 | 0.3214 | 0.209 |
Largest Winning Trade | 17632 | 17632 | 16029 | 12451 | 8376 | 12451 |
Largest Losing Trade | -69104 | -58037 | -69104 | -69104 | -47691 | -69104 |
Avg Bars in Trades | 70 | 90 | 51 | 70 | 90 | 51 |
Avg Bars in Winners | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Losers | 208 | 244 | 152 | 208 | 244 | 152 |
Bars Traded | 5978 | 3781 | 2197 | 5978 | 3781 | 2197 |
Profit Streak | 96.6968 | 96.6968 | 141.6968 | 96.6968 | 96.6968 | 141.6968 |
Trades During Streak | 17 | 8 | 10 | 17 | 8 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 34456 | -576087 | 323859 | -574805 | -576087 | -481907 |
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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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