Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292969.4015 | 296535.3063 | -3565.9048 | -102886.7758 | -12392.0483 | -90494.7275 |
Total P&L (%) | 292.9694 | 296.5353 | -3.5659 | -102.8868 | -12.392 | -90.4947 |
Avg Daily Profit (%) | 0.1513 | 0.1531 | -0.0018 | 0 | -0.0068 | -0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143395 | -54661 | -181934 | -94072 | -18557 | -75514 |
Profit Factor | 1.5141 | 2.1405 | 0.9885 | 0.1148 | 0.4489 | 0.0346 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 16 | 15 | 40 | 21 | 19 |
Losing Trades | 43 | 21 | 22 | 34 | 16 | 18 |
Profitability (%) | 41.8919 | 43.2432 | 40.5405 | 54.0541 | 56.7568 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.1002 | 2.8094 | 1.4498 | 0.0976 | 0.342 | 0.0328 |
Largest Winning Trade | 284093 | 284093 | 52581 | 4518 | 4518 | 590 |
Largest Losing Trade | -101226 | -54661 | -101226 | -70336 | -17413 | -70336 |
Avg Bars in Trades | 73 | 51 | 95 | 73 | 51 | 95 |
Avg Bars in Winners | 119 | 78 | 163 | 36 | 26 | 47 |
Avg Bars in Losers | 40 | 30 | 49 | 116 | 83 | 146 |
Bars Traded | 5438 | 1897 | 3541 | 5438 | 1897 | 3541 |
Profit Streak | 0 | 0 | 0 | 148.5769 | 148.5769 | 150.9102 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62222 | 312105 | -582784 | -647030 | -578267 | -578967 |
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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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