Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266098.679 | 298713.5003 | -32614.8213 | -85968.5539 | 82085.5919 | -168054.1458 |
Total P&L (%) | 266.0987 | 298.7135 | -32.6148 | -85.9686 | 82.0856 | -168.0541 |
Avg Daily Profit (%) | 0.1421 | 0.1596 | -0.0174 | -0.1048 | 0.032 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221911 | -155311 | -153555 | -239336 | -60497 | -210250 |
Profit Factor | 1.3514 | 2.0359 | 0.9304 | 0.7924 | 1.8851 | 0.4771 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.9275 | 40 | 50 | 44.9275 | 40 | 50 |
Ratio Avg Win / Avg Loss | 1.6566 | 3.0539 | 0.9304 | 0.9714 | 2.8276 | 0.4771 |
Largest Winning Trade | 158510 | 158510 | 57143 | 111958 | 111958 | 33779 |
Largest Losing Trade | -86892 | -33697 | -86892 | -206360 | -25256 | -206360 |
Avg Bars in Trades | 156 | 147 | 165 | 156 | 147 | 165 |
Avg Bars in Winners | 161 | 165 | 158 | 161 | 165 | 158 |
Avg Bars in Losers | 151 | 135 | 171 | 151 | 135 | 171 |
Bars Traded | 10774 | 5157 | 5617 | 10774 | 5157 | 5617 |
Profit Streak | 87.7024 | 128.2024 | 87.7024 | 87.7024 | 128.2024 | 87.7024 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108585 | 309511 | -579834 | -687578 | -149087 | -579834 |
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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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