Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176018.2801 | -12471.2096 | 188489.4896 | 73373.6701 | -77823.56 | 151197.23 |
Total P&L (%) | 176.0183 | -12.4712 | 188.4895 | 73.3737 | -77.8236 | 151.1972 |
Avg Daily Profit (%) | 0.1712 | -0.0121 | 0.1833 | 0.0535 | -0.1464 | 0.0896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83760 | -97390 | -36140 | -139619 | -155195 | -48278 |
Profit Factor | 1.6396 | 0.9393 | 3.701 | 1.223 | 0.687 | 2.8816 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 75 | 70.5882 | 79.4118 | 75 | 70.5882 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.5465 | 0.3914 | 0.9595 | 0.4077 | 0.2863 | 0.7471 |
Largest Winning Trade | 24199 | 17874 | 24199 | 20403 | 18384 | 20403 |
Largest Losing Trade | -65120 | -65120 | -25636 | -79946 | -79946 | -32106 |
Avg Bars in Trades | 56 | 83 | 29 | 56 | 83 | 29 |
Avg Bars in Winners | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Losers | 165 | 228 | 75 | 165 | 228 | 75 |
Bars Traded | 3820 | 2834 | 986 | 3820 | 2834 | 986 |
Profit Streak | 76.6793 | 76.6793 | 289.1793 | 76.6793 | 76.6793 | 289.1793 |
Trades During Streak | 15 | 7 | 11 | 15 | 7 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100835 | -576562 | 616720 | -232023 | -576562 | -65006 |
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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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