Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189484.7336 | -52209.7104 | 241694.444 | 44450.3479 | -90953.8 | 135404.1479 |
Total P&L (%) | 189.4847 | -52.2097 | 241.6944 | 44.4503 | -90.9538 | 135.4041 |
Avg Daily Profit (%) | 0.1243 | -0.0343 | 0.1586 | 0.0241 | -0.1575 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96292 | -136381 | -52463 | -131187 | -143693 | -67247 |
Profit Factor | 1.3871 | 0.8491 | 2.6838 | 1.0862 | 0.7332 | 1.7743 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 73.4043 | 63.8298 | 82.9787 | 73.4043 | 63.8298 | 82.9787 |
Ratio Avg Win / Avg Loss | 0.5026 | 0.4812 | 0.5505 | 0.3935 | 0.4155 | 0.364 |
Largest Winning Trade | 23946 | 23946 | 23067 | 25487 | 25487 | 21474 |
Largest Losing Trade | -57379 | -57379 | -43272 | -69212 | -69212 | -61974 |
Avg Bars in Trades | 62 | 81 | 43 | 62 | 81 | 43 |
Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Losers | 148 | 165 | 114 | 148 | 165 | 114 |
Bars Traded | 5883 | 3836 | 2047 | 5883 | 3836 | 2047 |
Profit Streak | 77.2943 | 77.2943 | 130.5443 | 77.2943 | 77.2943 | 130.5443 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22982 | -577533 | 552690 | -284730 | -577533 | -111565 |
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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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