Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311657.2368 | 334438.372 | -22781.1351 | -22171.2079 | 97439.1128 | -119610.3208 |
Total P&L (%) | 311.6572 | 334.4384 | -22.7811 | -22.1712 | 97.4391 | -119.6103 |
Avg Daily Profit (%) | 0.1667 | 0.1789 | -0.0122 | -0.0134 | 0.0364 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127810 | -76852 | -110328 | -238841 | -175846 | -153741 |
Profit Factor | 1.6147 | 2.5383 | 0.9213 | 0.9652 | 1.3381 | 0.6577 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.2821 | 48.7179 | 53.8462 | 51.2821 | 48.7179 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.534 | 2.6719 | 0.7897 | 0.917 | 1.4085 | 0.5637 |
Largest Winning Trade | 343971 | 343971 | 55561 | 230301 | 230301 | 38967 |
Largest Losing Trade | -49740 | -49740 | -38615 | -116055 | -116055 | -63935 |
Avg Bars in Trades | 91 | 76 | 107 | 91 | 76 | 107 |
Avg Bars in Winners | 120 | 102 | 135 | 120 | 102 | 135 |
Avg Bars in Losers | 61 | 50 | 73 | 61 | 50 | 73 |
Bars Traded | 7140 | 2967 | 4173 | 7140 | 2967 | 4173 |
Profit Streak | 16.6138 | 25.8638 | 16.6138 | 16.6138 | 25.8638 | 16.6138 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27149 | 444379 | -579685 | -618320 | -143900 | -579685 |
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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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