Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121946.5809 | -42473.5531 | 164420.134 | 4145.5162 | -54425.8078 | 58571.324 |
Total P&L (%) | 121.9466 | -42.4736 | 164.4201 | 4.1455 | -54.4258 | 58.5713 |
Avg Daily Profit (%) | 0.1172 | -0.0408 | 0.158 | 0.0039 | -0.0755 | 0.0443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100149 | -116585 | -47201 | -101565 | -81017 | -53010 |
Profit Factor | 1.3099 | 0.8313 | 2.1604 | 1.0119 | 0.7282 | 1.3945 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 67.5676 | 59.4595 | 75.6757 | 67.5676 | 59.4595 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.6288 | 0.5668 | 0.6944 | 0.4857 | 0.4965 | 0.4482 |
Largest Winning Trade | 34763 | 34763 | 34300 | 34300 | 17997 | 34300 |
Largest Losing Trade | -47201 | -42046 | -47201 | -53010 | -32761 | -53010 |
Avg Bars in Trades | 166 | 188 | 144 | 166 | 188 | 144 |
Avg Bars in Winners | 104 | 105 | 103 | 104 | 105 | 103 |
Avg Bars in Losers | 296 | 311 | 270 | 296 | 311 | 270 |
Bars Traded | 12328 | 6987 | 5341 | 12328 | 6987 | 5341 |
Profit Streak | 44.9581 | 46.4581 | 44.9581 | 44.9581 | 46.4581 | 44.9581 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102697 | -578056 | 480518 | -627118 | -578056 | -130733 |
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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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