Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406093.4607 | 438942.6462 | -32849.1854 | -99195.8545 | 1087585.5774 | -1186781.4319 |
Total P&L (%) | 406.0935 | 438.9426 | -32.8492 | -99.1959 | 1087.5856 | -1186.7814 |
Avg Daily Profit (%) | 0.1701 | 0.1839 | -0.0138 | -0.2019 | 0.1037 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195763 | -55468 | -243425 | -1145071 | -508673 | -1586074 |
Profit Factor | 1.3925 | 2.3053 | 0.953 | 0.9575 | 2.7671 | 0.3096 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 61.157 | 62.2951 | 60 | 61.157 | 62.2951 | 60 |
Ratio Avg Win / Avg Loss | 0.8844 | 1.3953 | 0.6353 | 0.6081 | 1.6748 | 0.2064 |
Largest Winning Trade | 145849 | 145849 | 62930 | 506626 | 506626 | 152354 |
Largest Losing Trade | -97166 | -44780 | -97166 | -1113281 | -508673 | -1113281 |
Avg Bars in Trades | 57 | 35 | 79 | 57 | 35 | 79 |
Avg Bars in Winners | 59 | 29 | 90 | 59 | 29 | 90 |
Avg Bars in Losers | 54 | 45 | 62 | 54 | 45 | 62 |
Bars Traded | 6949 | 2182 | 4767 | 6949 | 2182 | 4767 |
Profit Streak | 8.4877 | 8.4877 | 15.1543 | 8.4877 | 8.4877 | 15.1543 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332600 | -148653 | -748077 | -577887 | -208230 | -748077 |
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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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