Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167463.8361 | 183551.6765 | -16087.8403 | 2182.0431 | 19255.0272 | -17072.984 |
Total P&L (%) | 167.4638 | 183.5517 | -16.0878 | 2.182 | 19.255 | -17.073 |
Avg Daily Profit (%) | 0.1608 | 0.1762 | -0.0154 | 0.0021 | 0.0169 | -0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110104 | -87065 | -36773 | -139683 | -111724 | -43096 |
Profit Factor | 1.4097 | 1.5648 | 0.8079 | 1.0044 | 1.0473 | 0.8062 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 46.9136 | 52.5 | 41.4634 | 46.9136 | 52.5 | 41.4634 |
Ratio Avg Win / Avg Loss | 1.5952 | 1.4157 | 1.1406 | 1.1366 | 0.9475 | 1.1381 |
Largest Winning Trade | 77412 | 77412 | 14351 | 60983 | 60983 | 19786 |
Largest Losing Trade | -57914 | -57914 | -11194 | -98525 | -98525 | -21704 |
Avg Bars in Trades | 281 | 541 | 27 | 281 | 541 | 27 |
Avg Bars in Winners | 262 | 451 | 28 | 262 | 451 | 28 |
Avg Bars in Losers | 297 | 640 | 26 | 297 | 640 | 26 |
Bars Traded | 22775 | 21651 | 1124 | 22775 | 21651 | 1124 |
Profit Streak | 48.5328 | 0 | 72.9078 | 48.5328 | 0 | 72.9078 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7764 | 340985 | -581559 | -588419 | -347488 | -581559 |
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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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