Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169804.2572 | -21700.0378 | 191504.2949 | 69656.6449 | -25183.1998 | 94839.8447 |
Total P&L (%) | 169.8043 | -21.7 | 191.5043 | 69.6566 | -25.1832 | 94.8398 |
Avg Daily Profit (%) | 0.1641 | -0.021 | 0.185 | 0.0511 | -0.028 | 0.0645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87201 | -41806 | -72161 | -109840 | -43477 | -84420 |
Profit Factor | 1.6202 | 0.6941 | 1.944 | 1.2562 | 0.6081 | 1.4568 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 31 | 21 | 10 | 31 | 21 | 10 |
Profitability (%) | 60.7595 | 47.5 | 74.359 | 60.7595 | 47.5 | 74.359 |
Ratio Avg Win / Avg Loss | 1.0464 | 0.7672 | 0.6704 | 0.8113 | 0.6722 | 0.5024 |
Largest Winning Trade | 33011 | 10737 | 33011 | 35765 | 7736 | 35765 |
Largest Losing Trade | -62430 | -12274 | -62430 | -65862 | -13620 | -65862 |
Avg Bars in Trades | 46 | 3 | 91 | 46 | 3 | 91 |
Avg Bars in Winners | 38 | 2 | 62 | 38 | 2 | 62 |
Avg Bars in Losers | 59 | 3 | 175 | 59 | 3 | 175 |
Bars Traded | 3693 | 133 | 3560 | 3693 | 133 | 3560 |
Profit Streak | 238.6271 | 238.6271 | 295.1271 | 238.6271 | 238.6271 | 295.1271 |
Trades During Streak | 10 | 5 | 9 | 10 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18815 | -580042 | 470208 | -154650 | -580042 | -102822 |
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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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