Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577620.7096 | 596269.8269 | -18649.1173 | -24322.5177 | 176213.0763 | -200535.594 |
Total P&L (%) | 577.6207 | 596.2698 | -18.6491 | -24.3225 | 176.2131 | -200.5356 |
Avg Daily Profit (%) | 0.3081 | 0.3181 | -0.0099 | -0.0149 | 0.0542 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226569 | -164542 | -103285 | -522533 | -308213 | -224839 |
Profit Factor | 1.6808 | 2.0003 | 0.9261 | 0.9783 | 1.2402 | 0.4819 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 58 | 21 | 37 | 58 | 21 | 37 |
Losing Trades | 85 | 50 | 35 | 85 | 50 | 35 |
Profitability (%) | 40.5594 | 29.5775 | 51.3889 | 40.5594 | 29.5775 | 51.3889 |
Ratio Avg Win / Avg Loss | 2.4633 | 4.7625 | 0.876 | 1.4337 | 2.9528 | 0.4558 |
Largest Winning Trade | 349121 | 349121 | 25412 | 283205 | 283205 | 59905 |
Largest Losing Trade | -49877 | -49877 | -25517 | -140800 | -140800 | -48602 |
Avg Bars in Trades | 49 | 92 | 6 | 49 | 92 | 6 |
Avg Bars in Winners | 60 | 156 | 5 | 60 | 156 | 5 |
Avg Bars in Losers | 41 | 66 | 6 | 41 | 66 | 6 |
Bars Traded | 7045 | 6596 | 449 | 7045 | 6596 | 449 |
Profit Streak | 7.9391 | 0 | 54.9391 | 7.9391 | 0 | 54.9391 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343022 | -83750 | -658795 | -581728 | -216296 | -658795 |
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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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