Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236524.58 | 20552.1332 | 215972.4468 | 526835.6647 | 77.4934 | 526758.1713 |
Total P&L (%) | 236.5246 | 20.5521 | 215.9724 | 526.8357 | 0.0775 | 526.7582 |
Avg Daily Profit (%) | 0.2296 | 0.0199 | 0.2096 | 0.1783 | 0.0001 | 0.1783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57158 | -57158 | -25739 | -292827 | -292827 | -44839 |
Profit Factor | 2.8455 | 1.2007 | 9.3906 | 2.2736 | 1.0002 | 12.7478 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 9 | 8 | 1 | 9 | 8 | 1 |
Profitability (%) | 85.2459 | 74.1935 | 96.6667 | 85.2459 | 74.1935 | 96.6667 |
Ratio Avg Win / Avg Loss | 0.4925 | 0.4176 | 0.3238 | 0.3935 | 0.3479 | 0.4396 |
Largest Winning Trade | 28816 | 28816 | 16437 | 140226 | 140226 | 68694 |
Largest Losing Trade | -57158 | -57158 | -25739 | -292827 | -292827 | -44839 |
Avg Bars in Trades | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Winners | 22 | 10 | 32 | 22 | 10 | 32 |
Avg Bars in Losers | 130 | 80 | 529 | 130 | 80 | 529 |
Bars Traded | 2357 | 888 | 1469 | 2357 | 888 | 1469 |
Profit Streak | 156.778 | 156.778 | 530.4447 | 156.778 | 156.778 | 530.4447 |
Trades During Streak | 10 | 5 | 18 | 10 | 5 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149513 | -170135 | 736718 | -150638 | -575661 | 742081 |
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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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