Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122152.4839 | -29787.4168 | 151939.9006 | -19238.7384 | -129820.1655 | 110581.4271 |
Total P&L (%) | 122.1525 | -29.7874 | 151.9399 | -19.2387 | -129.8202 | 110.5814 |
Avg Daily Profit (%) | 0.1169 | -0.0285 | 0.1454 | -0.0204 | 0 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87549 | -117774 | -20403 | -127114 | -163777 | -17182 |
Profit Factor | 1.4885 | 0.8672 | 6.8998 | 0.9341 | 0.5192 | 6.063 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 75.4386 | 71.4286 | 79.3103 | 75.4386 | 71.4286 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.4846 | 0.3469 | 1.8 | 0.3041 | 0.2077 | 1.5816 |
Largest Winning Trade | 28150 | 28150 | 15091 | 22743 | 22743 | 17906 |
Largest Losing Trade | -68161 | -68161 | -20403 | -96635 | -96635 | -17182 |
Avg Bars in Trades | 49 | 84 | 16 | 49 | 84 | 16 |
Avg Bars in Winners | 17 | 25 | 10 | 17 | 25 | 10 |
Avg Bars in Losers | 150 | 234 | 39 | 150 | 234 | 39 |
Bars Traded | 2847 | 2378 | 469 | 2847 | 2378 | 469 |
Profit Streak | 62.0378 | 62.0378 | 139.3712 | 62.0378 | 62.0378 | 139.3712 |
Trades During Streak | 13 | 6 | 8 | 13 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -211871 | -597495 | 544220 | -755267 | -597495 | -83693 |
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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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