Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107190.3021 | -56181.5796 | 163371.8816 | -4833.1977 | -57519.8731 | 52686.6754 |
Total P&L (%) | 107.1903 | -56.1816 | 163.3719 | -4.8332 | -57.5199 | 52.6867 |
Avg Daily Profit (%) | 0.1038 | -0.0544 | 0.1582 | -0.0048 | -0.0829 | 0.041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78169 | -95140 | -51633 | -106523 | -69266 | -73203 |
Profit Factor | 1.2729 | 0.7477 | 1.9601 | 0.9864 | 0.6752 | 1.2945 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 22 | 15 | 7 | 22 | 15 | 7 |
Profitability (%) | 66.6667 | 54.5455 | 78.7879 | 66.6667 | 54.5455 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.6364 | 0.6231 | 0.5277 | 0.4932 | 0.5627 | 0.3485 |
Largest Winning Trade | 37686 | 32111 | 37686 | 22202 | 22202 | 15203 |
Largest Losing Trade | -51633 | -38502 | -51633 | -73203 | -25985 | -73203 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 32 | 24 | 38 | 32 | 24 | 38 |
Avg Bars in Losers | 65 | 56 | 83 | 65 | 56 | 83 |
Bars Traded | 2872 | 1294 | 1578 | 2872 | 1294 | 1578 |
Profit Streak | 48.9608 | 48.9608 | 63.6275 | 48.9608 | 48.9608 | 63.6275 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180893 | -578796 | 480925 | -705515 | -578796 | -135772 |
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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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