Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253585.8059 | 9355.2365 | 244230.5694 | 461320.6116 | -366059.8558 | 827380.4674 |
Total P&L (%) | 253.5858 | 9.3552 | 244.2306 | 461.3206 | -366.0599 | 827.3805 |
Avg Daily Profit (%) | 0.2447 | 0.009 | 0.2357 | 0.1666 | 0 | 0.2152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70494 | -79693 | -23575 | -678766 | -715334 | -105022 |
Profit Factor | 2.2807 | 1.0577 | 7.7862 | 1.4016 | 0.6307 | 6.2561 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 14 | 10 | 4 | 14 | 10 | 4 |
Profitability (%) | 78.125 | 68.75 | 87.5 | 78.125 | 68.75 | 87.5 |
Ratio Avg Win / Avg Loss | 0.6386 | 0.4808 | 1.1123 | 0.3925 | 0.2867 | 0.8937 |
Largest Winning Trade | 30321 | 27699 | 30321 | 161394 | 97966 | 161394 |
Largest Losing Trade | -62276 | -62276 | -23575 | -634989 | -634989 | -105022 |
Avg Bars in Trades | 58 | 64 | 53 | 58 | 64 | 53 |
Avg Bars in Winners | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Losers | 142 | 138 | 153 | 142 | 138 | 153 |
Bars Traded | 3766 | 2068 | 1698 | 3766 | 2068 | 1698 |
Profit Streak | 93.4546 | 93.4546 | 123.9546 | 93.4546 | 93.4546 | 123.9546 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128760 | -501465 | 767331 | -131954 | -577020 | 716015 |
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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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