Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377599.7023 | 424301.4147 | -46701.7124 | -23459.6479 | 125887.9321 | -149347.58 |
Total P&L (%) | 377.5997 | 424.3014 | -46.7017 | -23.4596 | 125.8879 | -149.3476 |
Avg Daily Profit (%) | 0.2015 | 0.2264 | -0.0249 | -0.0143 | 0.0435 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217772 | -73415 | -183150 | -188111 | -65017 | -148482 |
Profit Factor | 1.5629 | 2.4107 | 0.8738 | 0.9279 | 2.0986 | 0.2907 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 36.2319 | 37.1429 | 35.2941 | 36.2319 | 37.1429 | 35.2941 |
Ratio Avg Win / Avg Loss | 2.7508 | 4.0797 | 1.6019 | 1.633 | 3.5514 | 0.533 |
Largest Winning Trade | 261156 | 261156 | 61533 | 117824 | 117824 | 15146 |
Largest Losing Trade | -55576 | -39754 | -55576 | -86665 | -41305 | -86665 |
Avg Bars in Trades | 100 | 89 | 112 | 100 | 89 | 112 |
Avg Bars in Winners | 173 | 163 | 183 | 173 | 163 | 183 |
Avg Bars in Losers | 59 | 45 | 73 | 59 | 45 | 73 |
Bars Traded | 6947 | 3132 | 3815 | 6947 | 3132 | 3815 |
Profit Streak | 79.9907 | 361.9907 | 0 | 79.9907 | 361.9907 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100638 | 315799 | -583736 | -689074 | -134500 | -586514 |
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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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