Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162323.5852 | -16665.1705 | 178988.7557 | 56451.2875 | -118714.4392 | 175165.7267 |
Total P&L (%) | 162.3236 | -16.6652 | 178.9888 | 56.4513 | -118.7144 | 175.1657 |
Avg Daily Profit (%) | 0.1576 | -0.0162 | 0.1738 | 0.0435 | 0 | 0.0983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99206 | -90108 | -24866 | -194044 | -188318 | -59776 |
Profit Factor | 1.6788 | 0.9127 | 4.7073 | 1.1386 | 0.6298 | 3.0231 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 15 | 9 | 6 | 15 | 9 | 6 |
Profitability (%) | 74.1379 | 68.9655 | 79.3103 | 74.1379 | 68.9655 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.5856 | 0.4107 | 1.228 | 0.3972 | 0.2834 | 0.7886 |
Largest Winning Trade | 29381 | 17448 | 29381 | 40536 | 30311 | 40536 |
Largest Losing Trade | -74339 | -74339 | -24866 | -134267 | -134267 | -59776 |
Avg Bars in Trades | 49 | 75 | 22 | 49 | 75 | 22 |
Avg Bars in Winners | 22 | 32 | 14 | 22 | 32 | 14 |
Avg Bars in Losers | 125 | 173 | 54 | 125 | 173 | 54 |
Bars Traded | 2862 | 2198 | 664 | 2862 | 2198 | 664 |
Profit Streak | 62.002 | 62.002 | 289.002 | 62.002 | 62.002 | 289.002 |
Trades During Streak | 15 | 7 | 11 | 15 | 7 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166962 | -576784 | 698518 | -380115 | -576784 | -53179 |
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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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