Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166965.2698 | 176270.1419 | -9304.8722 | -66242.1122 | 774548.7133 | -840790.8255 |
Total P&L (%) | 166.9653 | 176.2701 | -9.3049 | -66.2421 | 774.5487 | -840.7908 |
Avg Daily Profit (%) | 0.1176 | 0.1241 | -0.0066 | -0.0764 | 0.1528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216622 | -81163 | -174419 | -1218387 | -257502 | -1408013 |
Profit Factor | 1.3026 | 1.8327 | 0.9726 | 0.9763 | 2.1137 | 0.5985 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 60.6061 | 55.102 | 66 | 60.6061 | 55.102 | 66 |
Ratio Avg Win / Avg Loss | 0.8467 | 1.4933 | 0.5011 | 0.6346 | 1.7223 | 0.3083 |
Largest Winning Trade | 59830 | 58241 | 59830 | 165743 | 165743 | 151559 |
Largest Losing Trade | -84358 | -37958 | -84358 | -1053617 | -215093 | -1053617 |
Avg Bars in Trades | 53 | 61 | 44 | 53 | 61 | 44 |
Avg Bars in Winners | 37 | 47 | 29 | 37 | 47 | 29 |
Avg Bars in Losers | 76 | 79 | 73 | 76 | 79 | 73 |
Bars Traded | 5260 | 3020 | 2240 | 5260 | 3020 | 2240 |
Profit Streak | 10.0707 | 0 | 52.0707 | 10.0707 | 0 | 52.0707 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35326 | -24199 | -757348 | -578477 | 446823 | -757348 |
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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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