Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186640.3339 | -29294.9528 | 215935.2867 | 376594.1038 | -170238.4334 | 546832.5373 |
Total P&L (%) | 186.6403 | -29.295 | 215.9353 | 376.5941 | -170.2384 | 546.8325 |
Avg Daily Profit (%) | 0.1788 | -0.0281 | 0.2069 | 0.1497 | 0 | 0.179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32573 | -75407 | -26290 | -96661 | -265180 | -79145 |
Profit Factor | 2.2865 | 0.7534 | 9.2133 | 1.8033 | 0.5631 | 7.9092 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 13 | 12 | 1 | 13 | 12 | 1 |
Profitability (%) | 81.1594 | 65.7143 | 97.0588 | 81.1594 | 65.7143 | 97.0588 |
Ratio Avg Win / Avg Loss | 0.5308 | 0.3931 | 0.2792 | 0.4186 | 0.2938 | 0.2397 |
Largest Winning Trade | 20367 | 19579 | 20367 | 53386 | 19579 | 53386 |
Largest Losing Trade | -27179 | -27179 | -26290 | -96661 | -96661 | -79145 |
Avg Bars in Trades | 36 | 17 | 56 | 36 | 17 | 56 |
Avg Bars in Winners | 24 | 4 | 38 | 24 | 4 | 38 |
Avg Bars in Losers | 88 | 40 | 662 | 88 | 40 | 662 |
Bars Traded | 2525 | 598 | 1927 | 2525 | 598 | 1927 |
Profit Streak | 103.1931 | 103.1931 | 544.8597 | 103.1931 | 103.1931 | 544.8597 |
Trades During Streak | 2 | 1 | 20 | 2 | 1 | 20 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92024 | -577912 | 739090 | -93566 | -577912 | 745517 |
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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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