Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381281.9726 | 394002.7722 | -12720.7996 | -53352.7343 | 9683.1416 | -63035.8759 |
Total P&L (%) | 381.282 | 394.0028 | -12.7208 | -53.3527 | 9.6831 | -63.0359 |
Avg Daily Profit (%) | 0.2141 | 0.2212 | -0.0071 | -0.0428 | 0.0052 | -0.0559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116176 | -121007 | -34500 | -638016 | -651994 | -169927 |
Profit Factor | 1.6982 | 1.8793 | 0.8703 | 0.9614 | 1.0085 | 0.7488 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 50.5882 | 52.381 | 48.8372 | 50.5882 | 52.381 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.6587 | 1.7085 | 0.9117 | 0.9391 | 0.9169 | 0.7845 |
Largest Winning Trade | 354455 | 354455 | 15292 | 358648 | 358648 | 90676 |
Largest Losing Trade | -77748 | -77748 | -12177 | -316150 | -316150 | -58013 |
Avg Bars in Trades | 121 | 239 | 5 | 121 | 239 | 5 |
Avg Bars in Winners | 98 | 187 | 4 | 98 | 187 | 4 |
Avg Bars in Losers | 144 | 297 | 5 | 144 | 297 | 5 |
Bars Traded | 10294 | 10070 | 224 | 10294 | 10070 | 224 |
Profit Streak | 10.6296 | 0 | 17.2962 | 10.6296 | 0 | 17.2962 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428824 | 421990 | -580332 | -579825 | -564102 | -580332 |
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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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