Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291377.6681 | 305617.1595 | -14239.4914 | -66897.235 | 111494.6844 | -178391.9194 |
Total P&L (%) | 291.3777 | 305.6172 | -14.2395 | -66.8972 | 111.4947 | -178.3919 |
Avg Daily Profit (%) | 0.1565 | 0.1641 | -0.0076 | -0.0593 | 0.0402 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254779 | -196622 | -142137 | -1013693 | -773686 | -362375 |
Profit Factor | 1.2869 | 1.576 | 0.9706 | 0.9659 | 1.1021 | 0.7946 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 63.354 | 65 | 61.7284 | 63.354 | 65 | 61.7284 |
Ratio Avg Win / Avg Loss | 0.7444 | 0.8486 | 0.6018 | 0.5587 | 0.5935 | 0.4927 |
Largest Winning Trade | 119411 | 119411 | 34152 | 273523 | 273523 | 107206 |
Largest Losing Trade | -64644 | -61651 | -64644 | -553494 | -553494 | -226482 |
Avg Bars in Trades | 65 | 113 | 18 | 65 | 113 | 18 |
Avg Bars in Winners | 43 | 66 | 19 | 43 | 66 | 19 |
Avg Bars in Losers | 103 | 199 | 16 | 103 | 199 | 16 |
Bars Traded | 10542 | 9043 | 1499 | 10542 | 9043 | 1499 |
Profit Streak | 77.2036 | 86.8702 | 77.2036 | 77.2036 | 86.8702 | 77.2036 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344839 | -8410 | -589696 | -576784 | -264858 | -589696 |
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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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