Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160406.329 | 154362.3394 | 6043.9896 | -7141.0264 | -16224.4266 | 9083.4002 |
Total P&L (%) | 160.4063 | 154.3623 | 6.044 | -7.141 | -16.2244 | 9.0834 |
Avg Daily Profit (%) | 0.308 | 0.2964 | 0.0116 | -0.0142 | -0.034 | 0.0167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84750 | -85741 | -10818 | -105993 | -106542 | -10235 |
Profit Factor | 1.5386 | 1.5884 | 1.1704 | 0.9754 | 0.9371 | 1.2831 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 43.5897 | 34.4828 | 52.5424 | 43.5897 | 34.4828 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.9911 | 3.018 | 1.0571 | 1.2623 | 1.7805 | 1.1589 |
Largest Winning Trade | 273893 | 273893 | 4104 | 124184 | 124184 | 6958 |
Largest Losing Trade | -18309 | -18309 | -7365 | -23489 | -23489 | -9521 |
Avg Bars in Trades | 204 | 406 | 5 | 204 | 406 | 5 |
Avg Bars in Winners | 211 | 530 | 6 | 211 | 530 | 6 |
Avg Bars in Losers | 198 | 340 | 5 | 198 | 340 | 5 |
Bars Traded | 23887 | 23556 | 331 | 23887 | 23556 | 331 |
Profit Streak | 11.2243 | 0 | 71.0368 | 11.2243 | 0 | 71.0368 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326993 | -175534 | -551239 | -581225 | -764936 | -511609 |
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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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