Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146684.9918 | -52778.4513 | 199463.4431 | 210639.7932 | -60307.7394 | 270947.5326 |
Total P&L (%) | 146.685 | -52.7785 | 199.4634 | 210.6398 | -60.3077 | 270.9475 |
Avg Daily Profit (%) | 0.1413 | -0.0509 | 0.1922 | 0.1093 | -0.089 | 0.1264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38109 | -95900 | -29206 | -64035 | -142010 | -48155 |
Profit Factor | 1.7719 | 0.6484 | 5.9998 | 1.754 | 0.7193 | 5.1998 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 17 | 14 | 3 | 17 | 14 | 3 |
Profitability (%) | 74.6269 | 58.8235 | 90.9091 | 74.6269 | 58.8235 | 90.9091 |
Ratio Avg Win / Avg Loss | 0.6025 | 0.4539 | 0.6 | 0.5964 | 0.5035 | 0.52 |
Largest Winning Trade | 15788 | 12313 | 15788 | 29109 | 26285 | 29109 |
Largest Losing Trade | -30692 | -30692 | -18959 | -49301 | -49301 | -33007 |
Avg Bars in Trades | 55 | 30 | 82 | 55 | 30 | 82 |
Avg Bars in Winners | 40 | 10 | 61 | 40 | 10 | 61 |
Avg Bars in Losers | 99 | 58 | 292 | 99 | 58 | 292 |
Bars Traded | 3734 | 1020 | 2714 | 3734 | 1020 | 2714 |
Profit Streak | 168.6892 | 168.6892 | 288.1892 | 168.6892 | 168.6892 | 288.1892 |
Trades During Streak | 10 | 5 | 13 | 10 | 5 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120013 | -578240 | 711975 | -162802 | -578240 | -12637 |
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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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