Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120431.6268 | -47474.007 | 167905.6338 | 54718.225 | -97323.7041 | 152041.929 |
Total P&L (%) | 120.4316 | -47.474 | 167.9056 | 54.7182 | -97.3237 | 152.0419 |
Avg Daily Profit (%) | 0.1168 | -0.0461 | 0.1629 | 0.0424 | -0.3507 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84086 | -119801 | -25718 | -106045 | -169554 | -29306 |
Profit Factor | 1.4749 | 0.7725 | 4.7363 | 1.1864 | 0.6083 | 4.3749 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 74.3902 | 73.1707 | 75.6098 | 74.3902 | 73.1707 | 75.6098 |
Ratio Avg Win / Avg Loss | 0.5077 | 0.2833 | 1.5278 | 0.4084 | 0.223 | 1.4113 |
Largest Winning Trade | 20238 | 16551 | 20238 | 20500 | 14492 | 20500 |
Largest Losing Trade | -60585 | -60585 | -16656 | -84345 | -84345 | -20355 |
Avg Bars in Trades | 34 | 46 | 22 | 34 | 46 | 22 |
Avg Bars in Winners | 16 | 21 | 11 | 16 | 21 | 11 |
Avg Bars in Losers | 85 | 114 | 53 | 85 | 114 | 53 |
Bars Traded | 2802 | 1900 | 903 | 2802 | 1900 | 903 |
Profit Streak | 10.1549 | 0 | 86.1549 | 10.1549 | 0 | 86.1549 |
Trades During Streak | 1 | 0 | 10 | 1 | 0 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42201 | -577738 | 726405 | -159137 | -577738 | -61665 |
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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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