Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201904.8908 | -23461.0842 | 225365.975 | 467503.5498 | -53902.326 | 521405.8758 |
Total P&L (%) | 201.9049 | -23.4611 | 225.366 | 467.5036 | -53.9023 | 521.4059 |
Avg Daily Profit (%) | 0.1964 | -0.0228 | 0.2192 | 0.169 | -0.0753 | 0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27790 | -50980 | -27132 | -66831 | -153822 | -46823 |
Profit Factor | 2.5497 | 0.7726 | 9.3062 | 2.4474 | 0.8048 | 12.1355 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 13 | 12 | 1 | 13 | 12 | 1 |
Profitability (%) | 82.6667 | 68.4211 | 97.2973 | 82.6667 | 68.4211 | 97.2973 |
Ratio Avg Win / Avg Loss | 0.5346 | 0.3566 | 0.2585 | 0.5132 | 0.3715 | 0.3371 |
Largest Winning Trade | 20176 | 8276 | 20176 | 43911 | 35414 | 43911 |
Largest Losing Trade | -27790 | -27790 | -27132 | -66831 | -66831 | -46823 |
Avg Bars in Trades | 44 | 17 | 72 | 44 | 17 | 72 |
Avg Bars in Winners | 31 | 5 | 49 | 31 | 5 | 49 |
Avg Bars in Losers | 110 | 45 | 896 | 110 | 45 | 896 |
Bars Traded | 3365 | 680 | 2685 | 3365 | 680 | 2685 |
Profit Streak | 94.1793 | 94.1793 | 531.1793 | 94.1793 | 94.1793 | 531.1793 |
Trades During Streak | 6 | 3 | 29 | 6 | 3 | 29 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45695 | -576740 | 748407 | -46126 | -576740 | 750683 |
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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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