Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147163.6942 | -73912.9597 | 221076.6539 | 21571.4215 | -155674.0828 | 177245.5043 |
Total P&L (%) | 147.1637 | -73.913 | 221.0767 | 21.5714 | -155.6741 | 177.2455 |
Avg Daily Profit (%) | 0.0968 | -0.0486 | 0.1454 | 0.0128 | 0 | 0.0671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83823 | -114720 | -76912 | -141106 | -183463 | -125294 |
Profit Factor | 1.6212 | 0.538 | 3.8744 | 1.0602 | 0.3327 | 2.4146 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 11 | 10 | 1 | 11 | 10 | 1 |
Profitability (%) | 84.7222 | 72.2222 | 97.2222 | 84.7222 | 72.2222 | 97.2222 |
Ratio Avg Win / Avg Loss | 0.2924 | 0.2069 | 0.1107 | 0.1912 | 0.128 | 0.069 |
Largest Winning Trade | 24080 | 11098 | 24080 | 31328 | 6933 | 31328 |
Largest Losing Trade | -76912 | -55067 | -76912 | -125294 | -96696 | -125294 |
Avg Bars in Trades | 55 | 33 | 77 | 55 | 33 | 77 |
Avg Bars in Winners | 37 | 7 | 59 | 37 | 7 | 59 |
Avg Bars in Losers | 159 | 102 | 726 | 159 | 102 | 726 |
Bars Traded | 4023 | 1220 | 2803 | 4023 | 1220 | 2803 |
Profit Streak | 162.2291 | 162.2291 | 473.2291 | 162.2291 | 162.2291 | 473.2291 |
Trades During Streak | 6 | 3 | 15 | 6 | 3 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141219 | -576546 | 441715 | -415254 | -576546 | -94477 |
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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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