Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359010.2263 | 366731.0142 | -7720.7879 | -124690.3531 | 27549.6632 | -152240.0163 |
Total P&L (%) | 359.0102 | 366.731 | -7.7208 | -124.6904 | 27.5497 | -152.24 |
Avg Daily Profit (%) | 0.1527 | 0.156 | -0.0033 | 0 | 0.0104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241493 | -51551 | -237640 | -186215 | -17592 | -168928 |
Profit Factor | 1.5456 | 2.2316 | 0.9786 | 0.5803 | 1.314 | 0.2728 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 17 | 18 | 42 | 24 | 18 |
Losing Trades | 44 | 23 | 21 | 37 | 16 | 21 |
Profitability (%) | 44.3038 | 42.5 | 46.1538 | 53.1646 | 60 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9431 | 3.0192 | 1.1417 | 0.5112 | 0.876 | 0.3183 |
Largest Winning Trade | 145186 | 145186 | 61431 | 38208 | 37119 | 38208 |
Largest Losing Trade | -104608 | -36407 | -104608 | -80509 | -23322 | -80509 |
Avg Bars in Trades | 56 | 63 | 50 | 56 | 63 | 50 |
Avg Bars in Winners | 63 | 66 | 60 | 54 | 58 | 49 |
Avg Bars in Losers | 51 | 61 | 41 | 59 | 70 | 51 |
Bars Traded | 4502 | 2539 | 1963 | 4502 | 2539 | 1963 |
Profit Streak | 5.7614 | 7.7614 | 0 | 0 | 0 | 33.2614 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22878 | 334088 | -580586 | -611645 | -182506 | -581258 |
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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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