Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232450.0306 | -816.1897 | 233266.2203 | 6688.4848 | 17477.6332 | -10789.1484 |
Total P&L (%) | 232.45 | -0.8162 | 233.2662 | 6.6885 | 17.4776 | -10.7891 |
Avg Daily Profit (%) | 0.152 | -0.0005 | 0.1525 | 0.0042 | 0.0105 | -0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144916 | -81512 | -108789 | -352905 | -123340 | -371048 |
Profit Factor | 1.3959 | 0.9968 | 1.6969 | 1.0062 | 1.0517 | 0.9855 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 62.8099 | 59.0164 | 66.6667 | 62.8099 | 59.0164 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8265 | 0.6922 | 0.8484 | 0.5958 | 0.7304 | 0.4927 |
Largest Winning Trade | 41298 | 31663 | 41298 | 66961 | 39870 | 66961 |
Largest Losing Trade | -74797 | -38120 | -74797 | -245384 | -56322 | -245384 |
Avg Bars in Trades | 70 | 41 | 100 | 70 | 41 | 100 |
Avg Bars in Winners | 59 | 29 | 86 | 59 | 29 | 86 |
Avg Bars in Losers | 90 | 59 | 128 | 90 | 59 | 128 |
Bars Traded | 8577 | 2531 | 6046 | 8577 | 2531 | 6046 |
Profit Streak | 59.9062 | 84.7396 | 0 | 59.9062 | 84.7396 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315204 | -740731 | -159367 | -565787 | -512594 | -747797 |
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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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