Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181980.2451 | -56118.8033 | 238099.0484 | 134270.6174 | -146344.428 | 280615.0453 |
Total P&L (%) | 181.9802 | -56.1188 | 238.099 | 134.2706 | -146.3444 | 280.615 |
Avg Daily Profit (%) | 0.1188 | -0.0366 | 0.1554 | 0.0556 | 0 | 0.0873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61529 | -87190 | -40897 | -126025 | -142951 | -61402 |
Profit Factor | 1.567 | 0.7223 | 3.0027 | 1.2493 | 0.5725 | 2.4291 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 53.8462 | 45.4545 | 62.5 | 53.8462 | 45.4545 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3431 | 0.8668 | 1.8016 | 1.0708 | 0.6869 | 1.4574 |
Largest Winning Trade | 60796 | 56732 | 60796 | 91279 | 54737 | 91279 |
Largest Losing Trade | -23875 | -23875 | -20357 | -50535 | -47569 | -50535 |
Avg Bars in Trades | 44 | 28 | 60 | 44 | 28 | 60 |
Avg Bars in Winners | 60 | 29 | 84 | 60 | 29 | 84 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 2863 | 938 | 1925 | 2863 | 938 | 1925 |
Profit Streak | 28.6804 | 28.6804 | 53.1804 | 28.6804 | 28.6804 | 53.1804 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166709 | -581285 | 574975 | -252920 | -581285 | -69913 |
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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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