Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77770.1339 | 59528.5422 | 18241.5918 | -81793.694 | 75020.9264 | -156814.6204 |
Total P&L (%) | 77.7701 | 59.5285 | 18.2416 | -81.7937 | 75.0209 | -156.8146 |
Avg Daily Profit (%) | 0.2986 | 0.2286 | 0.07 | -0.652 | 0.2152 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97247 | -7897 | -109832 | -243486 | -14923 | -285521 |
Profit Factor | 1.38 | 3.4049 | 1.1014 | 0.8051 | 3.3335 | 0.5953 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 73.0159 | 68.75 | 77.4194 | 73.0159 | 68.75 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.51 | 1.5477 | 0.3212 | 0.2975 | 1.5152 | 0.1736 |
Largest Winning Trade | 27440 | 10185 | 27440 | 35990 | 10185 | 35990 |
Largest Losing Trade | -95386 | -5264 | -95386 | -212635 | -12139 | -212635 |
Avg Bars in Trades | 376 | 103 | 657 | 376 | 103 | 657 |
Avg Bars in Winners | 289 | 91 | 471 | 289 | 91 | 471 |
Avg Bars in Losers | 610 | 131 | 1295 | 610 | 131 | 1295 |
Bars Traded | 23693 | 3319 | 20374 | 23693 | 3319 | 20374 |
Profit Streak | 47.7942 | 47.7942 | 67.6275 | 47.7942 | 47.7942 | 67.6275 |
Trades During Streak | 10 | 5 | 7 | 10 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140361 | 584258 | -214421 | -728509 | 600300 | -577073 |
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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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