Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264964.7343 | 22520.4666 | 242444.2676 | 260046.8409 | -39761.4416 | 299808.2825 |
Total P&L (%) | 264.9647 | 22.5205 | 242.4443 | 260.0468 | -39.7614 | 299.8083 |
Avg Daily Profit (%) | 0.1727 | 0.0147 | 0.158 | 0.0835 | -0.033 | 0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66808 | -94549 | -33949 | -182155 | -145267 | -103987 |
Profit Factor | 1.6818 | 1.0955 | 2.5861 | 1.3252 | 0.9147 | 1.899 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 46.3768 | 32.3529 | 60 | 46.3768 | 32.3529 | 60 |
Ratio Avg Win / Avg Loss | 1.9446 | 2.2906 | 1.7241 | 1.5322 | 1.9126 | 1.266 |
Largest Winning Trade | 83265 | 83265 | 72094 | 141967 | 107144 | 141967 |
Largest Losing Trade | -30273 | -30273 | -29906 | -67237 | -67237 | -63749 |
Avg Bars in Trades | 65 | 48 | 81 | 65 | 48 | 81 |
Avg Bars in Winners | 96 | 76 | 106 | 96 | 76 | 106 |
Avg Bars in Losers | 38 | 34 | 45 | 38 | 34 | 45 |
Bars Traded | 4508 | 1645 | 2863 | 4508 | 1645 | 2863 |
Profit Streak | 19.0247 | 0 | 57.6913 | 19.0247 | 0 | 57.6913 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96553 | -299665 | 520538 | -187237 | -584880 | -67591 |
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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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