Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195103.3404 | -40432.0142 | 235535.3546 | 87210.037 | -83613.5082 | 170823.5452 |
Total P&L (%) | 195.1033 | -40.432 | 235.5354 | 87.21 | -83.6135 | 170.8235 |
Avg Daily Profit (%) | 0.127 | -0.0263 | 0.1534 | 0.0408 | -0.1177 | 0.0649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70179 | -102680 | -80660 | -107251 | -145802 | -77237 |
Profit Factor | 1.5334 | 0.8483 | 3.3751 | 1.2208 | 0.7209 | 2.7914 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 18 | 13 | 5 | 18 | 13 | 5 |
Profitability (%) | 72.3077 | 60.6061 | 84.375 | 72.3077 | 60.6061 | 84.375 |
Ratio Avg Win / Avg Loss | 0.5873 | 0.5514 | 0.625 | 0.4675 | 0.4686 | 0.5169 |
Largest Winning Trade | 44305 | 44305 | 37173 | 57478 | 57478 | 27863 |
Largest Losing Trade | -56176 | -56176 | -34116 | -102628 | -102628 | -32859 |
Avg Bars in Trades | 91 | 116 | 64 | 91 | 116 | 64 |
Avg Bars in Winners | 57 | 67 | 50 | 57 | 67 | 50 |
Avg Bars in Losers | 178 | 191 | 145 | 178 | 191 | 145 |
Bars Traded | 5919 | 3840 | 2079 | 5919 | 3840 | 2079 |
Profit Streak | 85.9152 | 85.9152 | 563.6652 | 85.9152 | 85.9152 | 563.6652 |
Trades During Streak | 8 | 4 | 13 | 8 | 4 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155097 | -578020 | 600005 | -271944 | -578020 | -97961 |
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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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