Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303099.524 | 60778.5107 | 242321.0133 | 353725.2251 | -71256.6858 | 424981.9109 |
Total P&L (%) | 303.0995 | 60.7785 | 242.321 | 353.7252 | -71.2567 | 424.9819 |
Avg Daily Profit (%) | 0.201 | 0.0403 | 0.1607 | 0.1003 | -0.0826 | 0.11 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68295 | -51443 | -57568 | -278808 | -255994 | -230226 |
Profit Factor | 1.8268 | 1.301 | 2.4717 | 1.3237 | 0.8849 | 1.8965 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 52.381 | 41.9355 | 62.5 | 52.381 | 41.9355 | 62.5 |
Ratio Avg Win / Avg Loss | 1.6608 | 1.8014 | 1.483 | 1.2033 | 1.2252 | 1.1379 |
Largest Winning Trade | 78187 | 78187 | 51679 | 137476 | 99418 | 137476 |
Largest Losing Trade | -57568 | -34142 | -57568 | -149657 | -149657 | -117643 |
Avg Bars in Trades | 67 | 47 | 86 | 67 | 47 | 86 |
Avg Bars in Winners | 72 | 51 | 86 | 72 | 51 | 86 |
Avg Bars in Losers | 61 | 44 | 87 | 61 | 44 | 87 |
Bars Traded | 4230 | 1457 | 2773 | 4230 | 1457 | 2773 |
Profit Streak | 10.7086 | 0 | 12.7086 | 10.7086 | 0 | 12.7086 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138948 | -141669 | 471057 | -208868 | -582287 | -41454 |
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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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