Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62794.9339 | 92689.8086 | -29894.8747 | -50229.6467 | 70078.5862 | -120308.2328 |
Total P&L (%) | 62.7949 | 92.6898 | -29.8949 | -50.2296 | 70.0786 | -120.3082 |
Avg Daily Profit (%) | 0.1206 | 0.178 | -0.0574 | -0.1339 | 0.102 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94350 | -77610 | -106399 | -128970 | -61162 | -159504 |
Profit Factor | 1.0817 | 1.2554 | 0.9262 | 0.9249 | 1.2489 | 0.6894 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 137 | 70 | 67 | 137 | 70 | 67 |
Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Profitability (%) | 52.4904 | 53.4351 | 51.5385 | 52.4904 | 53.4351 | 51.5385 |
Ratio Avg Win / Avg Loss | 0.9791 | 1.094 | 0.8709 | 0.8371 | 1.0884 | 0.6482 |
Largest Winning Trade | 55840 | 55840 | 21404 | 47233 | 47233 | 21881 |
Largest Losing Trade | -54679 | -30637 | -54679 | -89175 | -31074 | -89175 |
Avg Bars in Trades | 94 | 98 | 90 | 94 | 98 | 90 |
Avg Bars in Winners | 87 | 84 | 89 | 87 | 84 | 89 |
Avg Bars in Losers | 103 | 114 | 91 | 103 | 114 | 91 |
Bars Traded | 24735 | 12937 | 11798 | 24735 | 12937 | 11798 |
Profit Streak | 1.4887 | 10.4678 | 0 | 1.4887 | 10.4678 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166216 | 304165 | -581356 | -582182 | -55800 | -581356 |
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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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