Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233182.1128 | 495234.0849 | -262051.9721 | -100171.9593 | -20589.8797 | -79582.0796 |
Total P&L (%) | 233.1821 | 495.2341 | -262.052 | -100.172 | -20.5899 | -79.5821 |
Avg Daily Profit (%) | 0.1007 | 0.2138 | -0.1131 | 0 | -0.01 | -0.0686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -318885 | -191720 | -332655 | -137260 | -65871 | -120812 |
Profit Factor | 1.2161 | 2.028 | 0.5614 | 0.7494 | 0.9006 | 0.5867 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 17 | 18 | 38 | 21 | 17 |
Losing Trades | 44 | 23 | 21 | 41 | 19 | 22 |
Profitability (%) | 44.3038 | 42.5 | 46.1538 | 48.1013 | 52.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.5288 | 2.7438 | 0.655 | 0.8085 | 0.8148 | 0.7593 |
Largest Winning Trade | 483696 | 483696 | 62123 | 64061 | 64061 | 18707 |
Largest Losing Trade | -125055 | -59113 | -125055 | -74070 | -57133 | -74070 |
Avg Bars in Trades | 55 | 45 | 64 | 55 | 45 | 64 |
Avg Bars in Winners | 64 | 45 | 82 | 58 | 52 | 64 |
Avg Bars in Losers | 47 | 45 | 49 | 52 | 37 | 64 |
Bars Traded | 4348 | 1823 | 2524 | 4348 | 1823 | 2524 |
Profit Streak | 0 | 0 | 0 | 138.0628 | 258.0628 | 138.0628 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91402 | 313368 | -582253 | -611442 | -579455 | -582680 |
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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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