Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192061.2845 | 358489.74 | -166428.4555 | -98195.2875 | 105135.2904 | -203330.5778 |
Total P&L (%) | 192.0613 | 358.4897 | -166.4285 | -98.1953 | 105.1353 | -203.3306 |
Avg Daily Profit (%) | 0.084 | 0.1568 | -0.0728 | -0.1754 | 0.0314 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -324344 | -138691 | -305623 | -218251 | -3280 | -246096 |
Profit Factor | 1.246 | 2.3655 | 0.6789 | 0.6508 | 12.5811 | 0.2527 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 59.1549 | 60 | 58.3333 | 59.1549 | 60 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.8603 | 1.577 | 0.4849 | 0.4493 | 8.3874 | 0.1805 |
Largest Winning Trade | 310052 | 310052 | 69157 | 77689 | 77689 | 55784 |
Largest Losing Trade | -185533 | -81527 | -185533 | -181571 | -2764 | -181571 |
Avg Bars in Trades | 56 | 77 | 37 | 56 | 77 | 37 |
Avg Bars in Winners | 45 | 43 | 47 | 49 | 52 | 47 |
Avg Bars in Losers | 73 | 128 | 22 | 67 | 115 | 23 |
Bars Traded | 4045 | 2707 | 1338 | 4045 | 2707 | 1338 |
Profit Streak | 146.7669 | 146.7669 | 413.2669 | 146.7669 | 146.7669 | 413.2669 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171207 | 490195 | -578304 | -669239 | -140244 | -578304 |
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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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