Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213535.4012 | 251388.9665 | -37853.5653 | -94098.1741 | 8529.8213 | -102627.9955 |
Total P&L (%) | 213.5354 | 251.389 | -37.8536 | -94.0982 | 8.5298 | -102.628 |
Avg Daily Profit (%) | 0.1434 | 0.1689 | -0.0254 | -0.1899 | 0.0055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275284 | -231079 | -131430 | -563565 | -407929 | -160861 |
Profit Factor | 1.3241 | 1.5593 | 0.8192 | 0.853 | 1.019 | 0.4609 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 55.4217 | 51.2195 | 59.5238 | 55.4217 | 51.2195 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.065 | 1.485 | 0.5571 | 0.6861 | 0.9704 | 0.3134 |
Largest Winning Trade | 391248 | 391248 | 22469 | 402621 | 402621 | 51662 |
Largest Losing Trade | -76969 | -76969 | -65128 | -148912 | -148912 | -131314 |
Avg Bars in Trades | 51 | 93 | 11 | 51 | 93 | 11 |
Avg Bars in Winners | 26 | 49 | 7 | 26 | 49 | 7 |
Avg Bars in Losers | 83 | 140 | 16 | 83 | 140 | 16 |
Bars Traded | 4304 | 3836 | 468 | 4304 | 3836 | 468 |
Profit Streak | 4.1011 | 0 | 79.1011 | 4.1011 | 0 | 79.1011 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2022 | 331819 | -577853 | -581478 | -552393 | -577853 |
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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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