Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131028.9393 | -33152.1093 | 164181.0486 | 27085.8627 | -77383.7313 | 104469.5941 |
Total P&L (%) | 131.0289 | -33.1521 | 164.181 | 27.0859 | -77.3837 | 104.4696 |
Avg Daily Profit (%) | 0.1265 | -0.032 | 0.1585 | 0.0231 | -0.1434 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76462 | -119705 | -25092 | -114109 | -140035 | -30263 |
Profit Factor | 1.5548 | 0.8385 | 6.3138 | 1.1106 | 0.6298 | 3.9118 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 10 | 7 | 3 | 10 | 7 | 3 |
Profitability (%) | 84.375 | 78.125 | 90.625 | 84.375 | 78.125 | 90.625 |
Ratio Avg Win / Avg Loss | 0.2879 | 0.2348 | 0.6532 | 0.2057 | 0.1764 | 0.4047 |
Largest Winning Trade | 17067 | 17067 | 15397 | 17938 | 17067 | 17938 |
Largest Losing Trade | -69899 | -69899 | -14899 | -63692 | -63692 | -17635 |
Avg Bars in Trades | 44 | 65 | 24 | 44 | 65 | 24 |
Avg Bars in Winners | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Losers | 188 | 221 | 111 | 188 | 221 | 111 |
Bars Traded | 2857 | 2085 | 772 | 2857 | 2085 | 772 |
Profit Streak | 82.5279 | 82.5279 | 287.5279 | 82.5279 | 82.5279 | 287.5279 |
Trades During Streak | 17 | 8 | 14 | 17 | 8 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161584 | -575570 | 710940 | -403303 | -575570 | -89742 |
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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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