Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161624.3682 | 317299.6017 | -155675.2336 | -97966.4852 | 34581.5361 | -132548.0213 |
Total P&L (%) | 161.6244 | 317.2996 | -155.6752 | -97.9665 | 34.5815 | -132.548 |
Avg Daily Profit (%) | 0.0847 | 0.1663 | -0.0816 | -0.204 | 0.0156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278101 | -97149 | -279837 | -275830 | -49767 | -237993 |
Profit Factor | 1.1761 | 2.0316 | 0.745 | 0.7651 | 1.3245 | 0.5731 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 55.814 | 51.1628 | 60.4651 | 55.814 | 51.1628 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.931 | 1.9393 | 0.4871 | 0.6057 | 1.2643 | 0.3747 |
Largest Winning Trade | 157703 | 157703 | 56595 | 87747 | 81295 | 87747 |
Largest Losing Trade | -136704 | -45068 | -136704 | -152536 | -37761 | -152536 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 56 | 58 | 54 | 58 | 58 | 57 |
Avg Bars in Losers | 71 | 68 | 75 | 69 | 68 | 70 |
Bars Traded | 5421 | 2721 | 2700 | 5421 | 2721 | 2700 |
Profit Streak | 0 | 0 | 60.0483 | 0 | 0 | 60.0483 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107404 | 410252 | -578810 | -579794 | -174318 | -578810 |
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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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