Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218556.8391 | -5612.4756 | 224169.3147 | 65981.619 | -85350.9298 | 151332.5488 |
Total P&L (%) | 218.5568 | -5.6125 | 224.1693 | 65.9816 | -85.3509 | 151.3325 |
Avg Daily Profit (%) | 0.1419 | -0.0036 | 0.1456 | 0.0329 | -0.1246 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103528 | -96310 | -88641 | -289242 | -210173 | -247795 |
Profit Factor | 1.515 | 0.9795 | 2.4917 | 1.0764 | 0.822 | 1.3939 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 71.4286 | 62.5 | 80.6452 | 71.4286 | 62.5 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.606 | 0.5877 | 0.598 | 0.4306 | 0.4932 | 0.3345 |
Largest Winning Trade | 38659 | 37415 | 38659 | 74438 | 45193 | 74438 |
Largest Losing Trade | -63163 | -63163 | -48178 | -120186 | -94254 | -120186 |
Avg Bars in Trades | 141 | 181 | 99 | 141 | 181 | 99 |
Avg Bars in Winners | 82 | 97 | 69 | 82 | 97 | 69 |
Avg Bars in Losers | 288 | 322 | 220 | 288 | 322 | 220 |
Bars Traded | 8886 | 5815 | 3071 | 8886 | 5815 | 3071 |
Profit Streak | 91.1585 | 91.1585 | 295.3252 | 91.1585 | 91.1585 | 295.3252 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150582 | -577829 | 307881 | -434086 | -577829 | -108696 |
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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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