Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319735.7856 | 357897.1765 | -38161.3909 | -36857.5115 | 136675.5778 | -173533.0893 |
Total P&L (%) | 319.7358 | 357.8972 | -38.1614 | -36.8575 | 136.6756 | -173.5331 |
Avg Daily Profit (%) | 0.2637 | 0.2951 | -0.0315 | -0.0379 | 0.0711 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155930 | -144367 | -71156 | -431227 | -236327 | -219962 |
Profit Factor | 1.4886 | 1.7059 | 0.741 | 0.9684 | 1.1598 | 0.4436 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 46.5116 | 40.625 | 52.3077 | 46.5116 | 40.625 | 52.3077 |
Ratio Avg Win / Avg Loss | 1.7119 | 2.4933 | 0.6756 | 1.1137 | 1.6951 | 0.4045 |
Largest Winning Trade | 299823 | 299823 | 12890 | 267666 | 267666 | 38921 |
Largest Losing Trade | -58207 | -58207 | -28463 | -132464 | -108728 | -132464 |
Avg Bars in Trades | 27 | 51 | 3 | 27 | 51 | 3 |
Avg Bars in Winners | 28 | 60 | 3 | 28 | 60 | 3 |
Avg Bars in Losers | 26 | 44 | 3 | 26 | 44 | 3 |
Bars Traded | 3530 | 3282 | 248 | 3530 | 3282 | 248 |
Profit Streak | 50.5238 | 50.5238 | 85.1904 | 50.5238 | 50.5238 | 85.1904 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407701 | -130447 | -710472 | -578299 | -283816 | -710472 |
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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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