Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103939.1506 | -42113.1448 | 146052.2954 | -2755.2494 | -70718.0455 | 67962.7962 |
Total P&L (%) | 103.9392 | -42.1131 | 146.0523 | -2.7552 | -70.718 | 67.9628 |
Avg Daily Profit (%) | 0.101 | -0.0409 | 0.1419 | -0.0027 | -0.1192 | 0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103354 | -128724 | -26633 | -111661 | -121383 | -13857 |
Profit Factor | 1.4661 | 0.7846 | 6.3147 | 0.983 | 0.5215 | 5.7466 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 14 | 10 | 4 | 14 | 10 | 4 |
Profitability (%) | 81.0811 | 72.973 | 89.1892 | 81.0811 | 72.973 | 89.1892 |
Ratio Avg Win / Avg Loss | 0.3421 | 0.2906 | 0.7654 | 0.2294 | 0.1932 | 0.6966 |
Largest Winning Trade | 14044 | 14044 | 14007 | 15974 | 14044 | 15974 |
Largest Losing Trade | -66311 | -66311 | -19485 | -74212 | -74212 | -9917 |
Avg Bars in Trades | 37 | 56 | 19 | 37 | 56 | 19 |
Avg Bars in Winners | 14 | 16 | 13 | 14 | 16 | 13 |
Avg Bars in Losers | 137 | 163 | 73 | 137 | 163 | 73 |
Bars Traded | 2803 | 2078 | 724 | 2803 | 2078 | 724 |
Profit Streak | 22.4336 | 22.4336 | 22.7669 | 22.4336 | 22.4336 | 22.7669 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121562 | -576285 | 314940 | -643602 | -576285 | -113571 |
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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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