Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340619.5638 | 301914.2182 | 38705.3456 | -29308.7888 | -79205.1886 | 49896.3998 |
Total P&L (%) | 340.6196 | 301.9142 | 38.7053 | -29.3088 | -79.2052 | 49.8964 |
Avg Daily Profit (%) | 0.1787 | 0.1584 | 0.0203 | -0.0182 | -0.0824 | 0.0212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167532 | -152066 | -24633 | -956055 | -930794 | -70582 |
Profit Factor | 1.5983 | 1.635 | 1.4124 | 0.9824 | 0.9457 | 1.2403 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 69.6203 | 70 | 69.2308 | 69.6203 | 70 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.6974 | 0.7007 | 0.6277 | 0.4287 | 0.4053 | 0.5512 |
Largest Winning Trade | 122968 | 122968 | 14381 | 491438 | 491438 | 94337 |
Largest Losing Trade | -76465 | -76465 | -19138 | -616627 | -616627 | -70582 |
Avg Bars in Trades | 71 | 139 | 2 | 71 | 139 | 2 |
Avg Bars in Winners | 26 | 49 | 1 | 26 | 49 | 1 |
Avg Bars in Losers | 176 | 348 | 5 | 176 | 348 | 5 |
Bars Traded | 5678 | 5570 | 109 | 5678 | 5570 | 109 |
Profit Streak | 76.873 | 77.873 | 76.873 | 76.873 | 77.873 | 76.873 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19310 | 416679 | -165202 | -607767 | -576787 | -164017 |
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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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