Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145467.2418 | 397156.2848 | -251689.043 | -114487.2357 | -50395.7375 | -64091.4982 |
Total P&L (%) | 145.4672 | 397.1563 | -251.689 | -114.4872 | -50.3957 | -64.0915 |
Avg Daily Profit (%) | 0.0627 | 0.1711 | -0.1084 | 0 | -0.0302 | -0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208759 | -28533 | -402770 | -120767 | -28122 | -104425 |
Profit Factor | 1.1786 | 3.0117 | 0.5921 | 0.5182 | 0.477 | 0.5463 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 30 | 18 | 12 | 41 | 19 | 22 |
Losing Trades | 57 | 26 | 31 | 46 | 25 | 21 |
Profitability (%) | 34.4828 | 40.9091 | 27.907 | 47.1264 | 43.1818 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.2394 | 4.3503 | 1.5295 | 0.5814 | 0.6276 | 0.5214 |
Largest Winning Trade | 262341 | 262341 | 95105 | 24598 | 10442 | 24598 |
Largest Losing Trade | -130980 | -23477 | -130980 | -31775 | -23477 | -31775 |
Avg Bars in Trades | 141 | 37 | 247 | 141 | 37 | 247 |
Avg Bars in Winners | 317 | 68 | 691 | 84 | 26 | 134 |
Avg Bars in Losers | 48 | 16 | 76 | 192 | 46 | 366 |
Bars Traded | 12312 | 1655 | 10657 | 12312 | 1655 | 10657 |
Profit Streak | 0 | 0 | 318.8204 | 78.8204 | 297.3204 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137979 | 347395 | -593985 | -581105 | -582403 | -580576 |
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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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