Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233368.6904 | 267420.3543 | -34051.664 | -67072.7773 | 183837.6127 | -250910.3901 |
Total P&L (%) | 233.3687 | 267.4204 | -34.0517 | -67.0728 | 183.8376 | -250.9104 |
Avg Daily Profit (%) | 0.1316 | 0.1509 | -0.0192 | -0.0626 | 0.0589 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212521 | -97469 | -152407 | -253565 | -46644 | -234264 |
Profit Factor | 1.3526 | 2.0908 | 0.9183 | 0.8607 | 2.8708 | 0.3454 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 48.2353 | 46.5116 | 50 | 48.2353 | 46.5116 | 50 |
Ratio Avg Win / Avg Loss | 1.4516 | 2.4044 | 0.9183 | 0.9237 | 3.3015 | 0.3454 |
Largest Winning Trade | 149659 | 149659 | 68058 | 112399 | 112399 | 26738 |
Largest Losing Trade | -71510 | -37706 | -71510 | -190499 | -28617 | -190499 |
Avg Bars in Trades | 60 | 31 | 90 | 60 | 31 | 90 |
Avg Bars in Winners | 92 | 41 | 140 | 92 | 41 | 140 |
Avg Bars in Losers | 31 | 22 | 40 | 31 | 22 | 40 |
Bars Traded | 5152 | 1340 | 3812 | 5152 | 1340 | 3812 |
Profit Streak | 0 | 0 | 7.9771 | 0 | 0 | 7.9771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17329 | 355349 | -580059 | -581237 | -110140 | -580059 |
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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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