Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261943.2363 | -18704.6472 | 280647.8836 | 342259.1911 | -325826.8507 | 668086.0419 |
Total P&L (%) | 261.9432 | -18.7046 | 280.6479 | 342.2592 | -325.8269 | 668.086 |
Avg Daily Profit (%) | 0.171 | -0.0122 | 0.1833 | 0.0971 | 0 | 0.1332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103939 | -79777 | -77843 | -833282 | -449994 | -770122 |
Profit Factor | 2.3261 | 0.8435 | 4.5961 | 1.2376 | 0.5127 | 1.8657 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 16 | 14 | 2 | 16 | 14 | 2 |
Profitability (%) | 76.8116 | 60 | 94.1176 | 76.8116 | 60 | 94.1176 |
Ratio Avg Win / Avg Loss | 0.7022 | 0.5623 | 0.2873 | 0.3736 | 0.3418 | 0.1166 |
Largest Winning Trade | 32392 | 14116 | 32392 | 114814 | 63882 | 114814 |
Largest Losing Trade | -77843 | -24406 | -77843 | -770122 | -200906 | -770122 |
Avg Bars in Trades | 38 | 11 | 66 | 38 | 11 | 66 |
Avg Bars in Winners | 29 | 4 | 46 | 29 | 4 | 46 |
Avg Bars in Losers | 69 | 23 | 394 | 69 | 23 | 394 |
Bars Traded | 2686 | 417 | 2269 | 2686 | 417 | 2269 |
Profit Streak | 453.0431 | 453.0431 | 482.0431 | 453.0431 | 453.0431 | 482.0431 |
Trades During Streak | 12 | 6 | 7 | 12 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92009 | -577821 | 678617 | -166306 | -577821 | -7362 |
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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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