Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301915.5968 | 388699.1098 | -86783.513 | -94482.4197 | 121754.2414 | -216236.6612 |
Total P&L (%) | 301.9156 | 388.6991 | -86.7835 | -94.4824 | 121.7542 | -216.2367 |
Avg Daily Profit (%) | 0.1282 | 0.1651 | -0.0369 | -0.123 | 0.0338 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196872 | -129599 | -223761 | -110991 | -33843 | -178978 |
Profit Factor | 1.3752 | 2.2319 | 0.8226 | 0.7515 | 2.2903 | 0.2435 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 47.6744 | 44.186 | 51.1628 | 47.6744 | 44.186 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.5093 | 2.8193 | 0.7852 | 0.8248 | 2.8931 | 0.2324 |
Largest Winning Trade | 333127 | 333127 | 53219 | 87785 | 87785 | 15416 |
Largest Losing Trade | -86114 | -39697 | -86114 | -90385 | -23123 | -90385 |
Avg Bars in Trades | 74 | 55 | 92 | 74 | 55 | 92 |
Avg Bars in Winners | 81 | 40 | 116 | 81 | 40 | 116 |
Avg Bars in Losers | 67 | 67 | 68 | 67 | 67 | 68 |
Bars Traded | 6381 | 2385 | 3996 | 6381 | 2385 | 3996 |
Profit Streak | 47.48 | 0 | 63.8133 | 47.48 | 0 | 63.8133 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20282 | 336976 | -580017 | -580892 | -145545 | -580017 |
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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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