Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251673.5803 | 263160.6188 | -11487.0384 | -77901.0557 | -98832.7659 | 20931.7102 |
Total P&L (%) | 251.6736 | 263.1606 | -11.487 | -77.9011 | -98.8328 | 20.9317 |
Avg Daily Profit (%) | 0.1417 | 0.1482 | -0.0065 | -0.085 | -0.2503 | 0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208724 | -105367 | -141819 | -1318046 | -994770 | -436029 |
Profit Factor | 1.3833 | 1.7085 | 0.9597 | 0.9594 | 0.9239 | 1.0339 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 56.5217 | 52.9412 | 60 | 56.5217 | 52.9412 | 60 |
Ratio Avg Win / Avg Loss | 1.0641 | 1.5186 | 0.6398 | 0.738 | 0.8212 | 0.6892 |
Largest Winning Trade | 220622 | 220622 | 47997 | 405320 | 405320 | 238501 |
Largest Losing Trade | -78308 | -78308 | -55264 | -682178 | -682178 | -264622 |
Avg Bars in Trades | 136 | 171 | 102 | 136 | 171 | 102 |
Avg Bars in Winners | 119 | 154 | 89 | 119 | 154 | 89 |
Avg Bars in Losers | 159 | 191 | 122 | 159 | 191 | 122 |
Bars Traded | 9450 | 5847 | 3602 | 9450 | 5847 | 3602 |
Profit Streak | 18.5065 | 0 | 68.8398 | 18.5065 | 0 | 68.8398 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107878 | 300408 | -578059 | -685370 | -580413 | -367036 |
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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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