Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286373.0359 | 3478.1046 | 282894.9313 | -69525.4428 | 40672.8789 | -110198.3217 |
Total P&L (%) | 286.373 | 3.4781 | 282.8949 | -69.5254 | 40.6729 | -110.1983 |
Avg Daily Profit (%) | 0.1873 | 0.0023 | 0.1851 | -0.0777 | 0.0223 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126153 | -62150 | -114682 | -444302 | -77608 | -443691 |
Profit Factor | 1.9675 | 1.0276 | 2.6657 | 0.8933 | 1.3085 | 0.788 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 32 | 22 | 10 | 32 | 22 | 10 |
Profitability (%) | 58.4416 | 43.5897 | 73.6842 | 58.4416 | 43.5897 | 73.6842 |
Ratio Avg Win / Avg Loss | 1.3991 | 1.3298 | 0.952 | 0.6352 | 1.6934 | 0.2814 |
Largest Winning Trade | 33949 | 19892 | 33949 | 101511 | 47989 | 101511 |
Largest Losing Trade | -98744 | -31226 | -98744 | -442872 | -38541 | -442872 |
Avg Bars in Trades | 67 | 11 | 124 | 67 | 11 | 124 |
Avg Bars in Winners | 63 | 13 | 94 | 63 | 13 | 94 |
Avg Bars in Losers | 71 | 9 | 209 | 71 | 9 | 209 |
Bars Traded | 5178 | 443 | 4735 | 5178 | 443 | 4735 |
Profit Streak | 175.6968 | 175.6968 | 212.4468 | 175.6968 | 175.6968 | 212.4468 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33383 | -546979 | 513621 | -624300 | -165178 | -576311 |
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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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