Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214071.4541 | -6570.0499 | 220641.504 | 186179.9969 | -217043.7524 | 403223.7493 |
Total P&L (%) | 214.0715 | -6.5701 | 220.6415 | 186.18 | -217.0438 | 403.2237 |
Avg Daily Profit (%) | 0.2071 | -0.0064 | 0.2135 | 0.1018 | 0 | 0.1564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149056 | -143456 | -26016 | -708959 | -735278 | -59875 |
Profit Factor | 1.6753 | 0.9736 | 4.2573 | 1.1728 | 0.7582 | 3.2446 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 67.1642 | 58.8235 | 75.7576 | 67.1642 | 58.8235 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.8191 | 0.6815 | 1.3623 | 0.5734 | 0.5308 | 1.0383 |
Largest Winning Trade | 48833 | 48833 | 33166 | 139075 | 139075 | 95765 |
Largest Losing Trade | -41586 | -41586 | -18922 | -349761 | -349761 | -57215 |
Avg Bars in Trades | 43 | 50 | 35 | 43 | 50 | 35 |
Avg Bars in Winners | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Losers | 49 | 63 | 25 | 49 | 63 | 25 |
Bars Traded | 2910 | 1724 | 1186 | 2910 | 1724 | 1186 |
Profit Streak | 10.4053 | 10.4053 | 81.0719 | 10.4053 | 10.4053 | 81.0719 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109597 | -578997 | 638901 | -206878 | -578997 | 583625 |
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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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