Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279697.2491 | 61517.0724 | 218180.1767 | -57882.3791 | 4502.727 | -62385.1062 |
Total P&L (%) | 279.6972 | 61.5171 | 218.1802 | -57.8824 | 4.5027 | -62.3851 |
Avg Daily Profit (%) | 0.269 | 0.0592 | 0.2099 | -0.0831 | 0.0042 | -0.094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98204 | -20290 | -98204 | -93187 | -2698 | -93187 |
Profit Factor | 2.1555 | 1.6578 | 2.469 | 0.5294 | 1.1736 | 0.3573 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 69.4915 | 63.3333 | 75.8621 | 69.4915 | 63.3333 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.9463 | 0.9598 | 0.7856 | 0.2324 | 0.6794 | 0.1137 |
Largest Winning Trade | 38244 | 26894 | 38244 | 12720 | 12720 | 5537 |
Largest Losing Trade | -98204 | -19326 | -98204 | -93187 | -19326 | -93187 |
Avg Bars in Trades | 103 | 17 | 192 | 103 | 17 | 192 |
Avg Bars in Winners | 114 | 17 | 199 | 114 | 17 | 199 |
Avg Bars in Losers | 76 | 17 | 169 | 76 | 17 | 169 |
Bars Traded | 6089 | 519 | 5570 | 6089 | 519 | 5570 |
Profit Streak | 118.3673 | 122.034 | 118.3673 | 118.3673 | 122.034 | 118.3673 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166016 | -110806 | 499984 | -756328 | -380881 | -576522 |
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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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