Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340301.3381 | 48963.4501 | 291337.888 | 479646.531 | 677676.2933 | -198029.7623 |
Total P&L (%) | 340.3013 | 48.9635 | 291.3379 | 479.6465 | 677.6763 | -198.0298 |
Avg Daily Profit (%) | 0.2227 | 0.032 | 0.1906 | 0.1151 | 0.1343 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95864 | -73609 | -52050 | -1884501 | -655634 | -1333544 |
Profit Factor | 2.0852 | 1.2825 | 3.077 | 1.141 | 1.6217 | 0.9143 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 29 | 20 | 9 | 29 | 20 | 9 |
Profitability (%) | 56.7164 | 41.1765 | 72.7273 | 56.7164 | 41.1765 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.5913 | 1.8322 | 1.1539 | 0.8708 | 2.3167 | 0.3429 |
Largest Winning Trade | 53723 | 40052 | 53723 | 479280 | 409062 | 479280 |
Largest Losing Trade | -51893 | -48815 | -51893 | -1201256 | -410448 | -1201256 |
Avg Bars in Trades | 130 | 67 | 195 | 130 | 67 | 195 |
Avg Bars in Winners | 152 | 72 | 199 | 152 | 72 | 199 |
Avg Bars in Losers | 100 | 63 | 184 | 100 | 63 | 184 |
Bars Traded | 8723 | 2284 | 6439 | 8723 | 2284 | 6439 |
Profit Streak | 34.0144 | 85.8477 | 0 | 34.0144 | 85.8477 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107807 | -153312 | 548282 | -226092 | -13127 | -577856 |
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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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