Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216216.9944 | 8793.6451 | 207423.3493 | 315113.9568 | -259250.1004 | 574364.0572 |
Total P&L (%) | 216.217 | 8.7936 | 207.4233 | 315.114 | -259.2501 | 574.3641 |
Avg Daily Profit (%) | 0.21 | 0.0085 | 0.2014 | 0.1383 | 0 | 0.1855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70794 | -67027 | -19144 | -393922 | -396491 | -83174 |
Profit Factor | 1.8565 | 1.0477 | 4.0429 | 1.3132 | 0.6682 | 3.5525 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Profitability (%) | 62.963 | 51.2195 | 75 | 62.963 | 51.2195 | 75 |
Ratio Avg Win / Avg Loss | 1.0921 | 0.9978 | 1.3476 | 0.7724 | 0.6363 | 1.1842 |
Largest Winning Trade | 37484 | 37484 | 33208 | 101376 | 101376 | 78796 |
Largest Losing Trade | -55679 | -55679 | -19144 | -353045 | -353045 | -83174 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 25 | 19 | 29 | 25 | 19 | 29 |
Avg Bars in Losers | 45 | 42 | 50 | 45 | 42 | 50 |
Bars Traded | 2638 | 1253 | 1385 | 2638 | 1253 | 1385 |
Profit Streak | 75.5237 | 75.5237 | 77.857 | 75.5237 | 75.5237 | 77.857 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3235 | -516143 | 627917 | -23220 | -580026 | 625073 |
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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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