Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176301.7593 | -55200.4872 | 231502.2465 | 23929.243 | -99057.7889 | 122987.032 |
Total P&L (%) | 176.3018 | -55.2005 | 231.5022 | 23.9292 | -99.0578 | 122.987 |
Avg Daily Profit (%) | 0.1157 | -0.0362 | 0.1519 | 0.0141 | -0.3056 | 0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99529 | -95984 | -68121 | -179865 | -140000 | -130066 |
Profit Factor | 1.3523 | 0.8334 | 2.3693 | 1.0318 | 0.7665 | 1.3743 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 25 | 18 | 7 | 25 | 18 | 7 |
Profitability (%) | 67.1053 | 52.6316 | 81.5789 | 67.1053 | 52.6316 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.6629 | 0.7501 | 0.535 | 0.5058 | 0.6899 | 0.3103 |
Largest Winning Trade | 43134 | 33942 | 43134 | 50541 | 36406 | 50541 |
Largest Losing Trade | -50831 | -47682 | -50831 | -123997 | -47077 | -123997 |
Avg Bars in Trades | 116 | 146 | 86 | 116 | 146 | 86 |
Avg Bars in Winners | 67 | 74 | 62 | 67 | 74 | 62 |
Avg Bars in Losers | 216 | 226 | 190 | 216 | 226 | 190 |
Bars Traded | 8845 | 5564 | 3281 | 8845 | 5564 | 3281 |
Profit Streak | 11.9272 | 0 | 282.2606 | 11.9272 | 0 | 282.2606 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90499 | -580423 | 521276 | -416194 | -580423 | -118228 |
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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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