Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376205.3484 | 341969.0467 | 34236.3017 | 3459.5565 | 105966.7365 | -102507.18 |
Total P&L (%) | 376.2053 | 341.969 | 34.2363 | 3.4596 | 105.9667 | -102.5072 |
Avg Daily Profit (%) | 0.2123 | 0.193 | 0.0193 | 0.0019 | 0.0408 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74736 | -70082 | -58599 | -97544 | -76519 | -78271 |
Profit Factor | 1.6009 | 2.3679 | 1.091 | 1.0054 | 1.4711 | 0.7517 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Losing Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Profitability (%) | 45.6 | 50 | 41.2698 | 45.6 | 50 | 41.2698 |
Ratio Avg Win / Avg Loss | 1.9098 | 2.3679 | 1.5526 | 1.1995 | 1.4711 | 1.0697 |
Largest Winning Trade | 169219 | 169219 | 77766 | 81781 | 81781 | 58849 |
Largest Losing Trade | -84910 | -29607 | -84910 | -84910 | -24621 | -84910 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 60 | 41 | 83 | 60 | 41 | 83 |
Avg Bars in Losers | 23 | 31 | 17 | 23 | 31 | 17 |
Bars Traded | 5086 | 2276 | 2810 | 5086 | 2276 | 2810 |
Profit Streak | 13.7106 | 54.044 | 13.7106 | 13.7106 | 54.044 | 13.7106 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376354 | -140639 | -438805 | -570886 | -289998 | -728864 |
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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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