Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247035.2288 | 153297.7865 | 93737.4423 | -95283.688 | 47362.385 | -142646.0731 |
Total P&L (%) | 247.0352 | 153.2978 | 93.7374 | -95.2837 | 47.3624 | -142.6461 |
Avg Daily Profit (%) | 0.2411 | 0.1496 | 0.0915 | -0.2977 | 0.0379 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103073 | -111045 | -51113 | -146239 | -3788 | -2871 |
Profit Factor | 1.5321 | 1.6028 | 1.4465 | 0.3998 | 6.8115 | 0.0528 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 62.8205 | 53.8462 | 71.7949 | 62.8205 | 53.8462 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.9068 | 1.3738 | 0.5683 | 0.2366 | 5.8384 | 0.0207 |
Largest Winning Trade | 55793 | 55793 | 27731 | 47119 | 47119 | 875 |
Largest Losing Trade | -99401 | -42826 | -99401 | -146239 | -1396 | -146239 |
Avg Bars in Trades | 50 | 60 | 40 | 50 | 60 | 40 |
Avg Bars in Winners | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Losers | 72 | 82 | 56 | 72 | 82 | 56 |
Bars Traded | 3966 | 2369 | 1597 | 3966 | 2369 | 1597 |
Profit Streak | 19.7596 | 0 | 149.0096 | 19.7596 | 0 | 149.0096 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28473 | 329211 | -67271 | -617059 | -134579 | -576272 |
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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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