Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480456.1971 | 545843.251 | -65387.0539 | -92235.3333 | -120771.7744 | 28536.4411 |
Total P&L (%) | 480.4562 | 545.8433 | -65.3871 | -92.2353 | -120.7718 | 28.5364 |
Avg Daily Profit (%) | 0.2579 | 0.293 | -0.0351 | -0.1371 | 0 | 0.0135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209042 | -158201 | -123847 | -702755 | -636125 | -348414 |
Profit Factor | 1.8017 | 3.008 | 0.8003 | 0.9394 | 0.8588 | 1.0428 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 47.4576 | 44.0678 | 50.8475 | 47.4576 | 44.0678 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.9948 | 3.8178 | 0.7736 | 1.04 | 1.09 | 1.0081 |
Largest Winning Trade | 687986 | 687986 | 47273 | 426592 | 426592 | 93833 |
Largest Losing Trade | -92156 | -37312 | -92156 | -265051 | -265051 | -168334 |
Avg Bars in Trades | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Winners | 76 | 67 | 83 | 76 | 67 | 83 |
Avg Bars in Losers | 46 | 39 | 54 | 46 | 39 | 54 |
Bars Traded | 7141 | 3046 | 4095 | 7141 | 3046 | 4095 |
Profit Streak | 39.4574 | 41.9574 | 0 | 39.4574 | 41.9574 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410584 | -163422 | -757348 | -579239 | -757111 | -528065 |
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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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