Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129220.2579 | -40122.0566 | 169342.3145 | 8148.416 | -191479.6443 | 199628.0604 |
Total P&L (%) | 129.2203 | -40.1221 | 169.3423 | 8.1484 | -191.4796 | 199.6281 |
Avg Daily Profit (%) | 0.1255 | -0.039 | 0.1644 | 0.0076 | 0 | 0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116796 | -101858 | -32281 | -183644 | -218532 | -39073 |
Profit Factor | 1.3394 | 0.8401 | 2.3053 | 1.0165 | 0.4889 | 2.6655 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 57.8947 | 50 | 65.5172 | 57.8947 | 50 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.9741 | 0.8401 | 1.2133 | 0.7393 | 0.4889 | 1.4029 |
Largest Winning Trade | 52973 | 52973 | 38671 | 65776 | 65776 | 46681 |
Largest Losing Trade | -47552 | -47552 | -32281 | -84675 | -84675 | -39073 |
Avg Bars in Trades | 50 | 61 | 40 | 50 | 61 | 40 |
Avg Bars in Winners | 49 | 54 | 46 | 49 | 54 | 46 |
Avg Bars in Losers | 51 | 67 | 29 | 51 | 67 | 29 |
Bars Traded | 2882 | 1708 | 1174 | 2882 | 1708 | 1174 |
Profit Streak | 11.002 | 19.6687 | 11.002 | 11.002 | 19.6687 | 11.002 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -204254 | -601276 | 474944 | -729892 | -601276 | -44104 |
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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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