Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343480.8444 | 343475.0418 | 5.8027 | 3083.6055 | 64133.1179 | -61049.5124 |
Total P&L (%) | 343.4808 | 343.475 | 0.0058 | 3.0836 | 64.1331 | -61.0495 |
Avg Daily Profit (%) | 0.1855 | 0.1855 | 0 | 0.0016 | 0.0268 | -0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135268 | -164979 | -65757 | -734900 | -844855 | -290779 |
Profit Factor | 1.4932 | 1.6225 | 1 | 1.0012 | 1.0333 | 0.904 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 51.1278 | 46.9697 | 55.2239 | 51.1278 | 46.9697 | 55.2239 |
Ratio Avg Win / Avg Loss | 1.4274 | 1.8319 | 0.8108 | 0.957 | 1.1666 | 0.733 |
Largest Winning Trade | 159370 | 159370 | 16251 | 311191 | 311191 | 79024 |
Largest Losing Trade | -43739 | -43739 | -20777 | -360230 | -360230 | -95856 |
Avg Bars in Trades | 78 | 144 | 13 | 78 | 144 | 13 |
Avg Bars in Winners | 64 | 116 | 20 | 64 | 116 | 20 |
Avg Bars in Losers | 93 | 169 | 4 | 93 | 169 | 4 |
Bars Traded | 10453 | 9567 | 886 | 10453 | 9567 | 886 |
Profit Streak | 198.7788 | 0 | 241.1121 | 198.7788 | 0 | 241.1121 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354699 | -115067 | -695865 | -576176 | -467044 | -695913 |
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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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