Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236157.5922 | -10227.9691 | 246385.5612 | 10845.5691 | -212184.1729 | 223029.742 |
Total P&L (%) | 236.1576 | -10.228 | 246.3856 | 10.8456 | -212.1842 | 223.0297 |
Avg Daily Profit (%) | 0.1545 | -0.0067 | 0.1612 | 0.0067 | 0 | 0.0767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134994 | -91334 | -95104 | -633232 | -343416 | -449076 |
Profit Factor | 1.2995 | 0.9749 | 1.6467 | 1.0041 | 0.8406 | 1.1703 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 56.8862 | 50 | 63.8554 | 56.8862 | 50 | 63.8554 |
Ratio Avg Win / Avg Loss | 0.9849 | 0.9749 | 0.9321 | 0.761 | 0.8406 | 0.6625 |
Largest Winning Trade | 58601 | 28289 | 58601 | 95210 | 80846 | 95210 |
Largest Losing Trade | -73517 | -35982 | -73517 | -352555 | -220520 | -352555 |
Avg Bars in Trades | 17 | 9 | 26 | 17 | 9 | 26 |
Avg Bars in Winners | 17 | 8 | 25 | 17 | 8 | 25 |
Avg Bars in Losers | 17 | 10 | 27 | 17 | 10 | 27 |
Bars Traded | 2986 | 823 | 2163 | 2986 | 823 | 2163 |
Profit Streak | 0 | 0 | 12.9814 | 0 | 0 | 12.9814 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276906 | -580829 | 369313 | -538924 | -580829 | -122665 |
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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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