Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205923.7351 | -9427.138 | 215350.8731 | 414243.9975 | 16842.8739 | 397401.1236 |
Total P&L (%) | 205.9237 | -9.4271 | 215.3509 | 414.244 | 16.8429 | 397.4011 |
Avg Daily Profit (%) | 0.1984 | -0.0091 | 0.2075 | 0.1579 | 0.015 | 0.1547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36108 | -49919 | -24279 | -48401 | -67277 | -28724 |
Profit Factor | 2.0176 | 0.922 | 3.6433 | 2.5111 | 1.0903 | 5.5396 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 17 | 13 | 4 | 17 | 13 | 4 |
Profitability (%) | 80.2326 | 69.7674 | 90.6977 | 80.2326 | 69.7674 | 90.6977 |
Ratio Avg Win / Avg Loss | 0.4971 | 0.3995 | 0.3737 | 0.6187 | 0.4724 | 0.5682 |
Largest Winning Trade | 21346 | 17232 | 21346 | 36748 | 34362 | 36748 |
Largest Losing Trade | -39015 | -22388 | -39015 | -39015 | -35895 | -39015 |
Avg Bars in Trades | 42 | 14 | 70 | 42 | 14 | 70 |
Avg Bars in Winners | 25 | 3 | 43 | 25 | 3 | 43 |
Avg Bars in Losers | 109 | 40 | 334 | 109 | 40 | 334 |
Bars Traded | 3635 | 618 | 3017 | 3635 | 618 | 3017 |
Profit Streak | 102.48 | 102.48 | 288.73 | 102.48 | 102.48 | 288.73 |
Trades During Streak | 6 | 3 | 23 | 6 | 3 | 23 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523992 | -576531 | 662230 | 545812 | -300464 | 696048 |
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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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