Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141992.4417 | -23291.374 | 165283.8156 | 14806.2564 | -98042.2107 | 112848.4671 |
Total P&L (%) | 141.9924 | -23.2914 | 165.2838 | 14.8063 | -98.0422 | 112.8485 |
Avg Daily Profit (%) | 0.137 | -0.0225 | 0.1595 | 0.0133 | -0.3789 | 0.0729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88999 | -111997 | -24596 | -122364 | -156456 | -27193 |
Profit Factor | 1.5468 | 0.8902 | 4.4767 | 1.0502 | 0.598 | 3.1999 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 12 | 8 | 4 | 12 | 8 | 4 |
Profitability (%) | 83.3333 | 77.7778 | 88.8889 | 83.3333 | 77.7778 | 88.8889 |
Ratio Avg Win / Avg Loss | 0.3094 | 0.2543 | 0.5596 | 0.21 | 0.1709 | 0.4 |
Largest Winning Trade | 20542 | 13190 | 20542 | 19647 | 12409 | 19647 |
Largest Losing Trade | -73347 | -73347 | -24596 | -85950 | -85950 | -27193 |
Avg Bars in Trades | 53 | 80 | 25 | 53 | 80 | 25 |
Avg Bars in Winners | 19 | 20 | 17 | 19 | 20 | 17 |
Avg Bars in Losers | 222 | 290 | 86 | 222 | 290 | 86 |
Bars Traded | 3816 | 2900 | 916 | 3816 | 2900 | 916 |
Profit Streak | 31.5615 | 78.0615 | 31.5615 | 31.5615 | 78.0615 | 31.5615 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87898 | -575556 | 662193 | -436023 | -575556 | -85748 |
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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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