Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220720.59 | 20823.1638 | 199897.4262 | 39427.4395 | -57854.1199 | 97281.5593 |
Total P&L (%) | 220.7206 | 20.8232 | 199.8974 | 39.4274 | -57.8541 | 97.2816 |
Avg Daily Profit (%) | 0.1691 | 0.016 | 0.1532 | 0.0255 | -0.0662 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85058 | -111734 | -36802 | -135181 | -78944 | -71610 |
Profit Factor | 1.5078 | 1.0711 | 2.412 | 1.1007 | 0.7642 | 1.6649 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 22 | 15 | 7 | 22 | 15 | 7 |
Profitability (%) | 66.1538 | 53.125 | 78.7879 | 66.1538 | 53.125 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.7714 | 0.945 | 0.6494 | 0.5631 | 0.6743 | 0.4483 |
Largest Winning Trade | 123599 | 123599 | 35372 | 69767 | 69767 | 44644 |
Largest Losing Trade | -62219 | -62219 | -36802 | -73870 | -73870 | -71610 |
Avg Bars in Trades | 117 | 137 | 98 | 117 | 137 | 98 |
Avg Bars in Winners | 71 | 66 | 74 | 71 | 66 | 74 |
Avg Bars in Losers | 206 | 217 | 184 | 206 | 217 | 184 |
Bars Traded | 7624 | 4385 | 3239 | 7624 | 4385 | 3239 |
Profit Streak | 94.2725 | 94.2725 | 131.7725 | 94.2725 | 94.2725 | 131.7725 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125337 | -320179 | 509837 | -404967 | -579046 | -117875 |
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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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