Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125782.1731 | -39559.6775 | 165341.8506 | 54735.9648 | -92261.3541 | 146997.3189 |
Total P&L (%) | 125.7822 | -39.5597 | 165.3419 | 54.736 | -92.2614 | 146.9973 |
Avg Daily Profit (%) | 0.1219 | -0.0383 | 0.1603 | 0.0423 | -0.2477 | 0.0877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82454 | -118347 | -22637 | -96079 | -167864 | -21180 |
Profit Factor | 1.5251 | 0.7989 | 4.857 | 1.1952 | 0.6116 | 4.4264 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 78.3784 | 72.973 | 83.7838 | 78.3784 | 72.973 | 83.7838 |
Ratio Avg Win / Avg Loss | 0.4207 | 0.2959 | 0.9401 | 0.3297 | 0.2265 | 0.8567 |
Largest Winning Trade | 37527 | 37527 | 22360 | 37527 | 37527 | 19790 |
Largest Losing Trade | -63433 | -63433 | -22637 | -96079 | -96079 | -21180 |
Avg Bars in Trades | 37 | 49 | 25 | 37 | 49 | 25 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 97 | 122 | 55 | 97 | 122 | 55 |
Bars Traded | 2795 | 1836 | 959 | 2795 | 1836 | 959 |
Profit Streak | 10.7782 | 10.7782 | 26.7782 | 10.7782 | 10.7782 | 26.7782 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93742 | -577148 | 638971 | -208177 | -577148 | -65743 |
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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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