Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314281.2708 | 349227.9702 | -34946.6994 | -50919.8784 | 92408.7405 | -143328.6189 |
Total P&L (%) | 314.2813 | 349.228 | -34.9467 | -50.9199 | 92.4087 | -143.3286 |
Avg Daily Profit (%) | 0.134 | 0.1489 | -0.0149 | -0.0303 | 0.0279 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127882 | -72962 | -160250 | -170048 | -96822 | -206131 |
Profit Factor | 1.4318 | 2.0497 | 0.9116 | 0.9369 | 1.2442 | 0.6651 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 54.2553 | 53.1915 | 55.3191 | 54.2553 | 53.1915 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.2072 | 1.8037 | 0.7363 | 0.7899 | 1.0949 | 0.5372 |
Largest Winning Trade | 264639 | 264639 | 61877 | 118551 | 118551 | 34969 |
Largest Losing Trade | -51632 | -39872 | -51632 | -65741 | -65741 | -61078 |
Avg Bars in Trades | 96 | 88 | 104 | 96 | 88 | 104 |
Avg Bars in Winners | 109 | 95 | 122 | 109 | 95 | 122 |
Avg Bars in Losers | 81 | 80 | 83 | 81 | 80 | 83 |
Bars Traded | 9089 | 4161 | 4928 | 9089 | 4161 | 4928 |
Profit Streak | 0 | 0 | 74.7018 | 0 | 0 | 74.7018 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12419 | 365447 | -578634 | -579975 | -155352 | -578634 |
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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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