Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247947.2835 | 22151.0485 | 225796.235 | 57529.9528 | -231488.3468 | 289018.2996 |
Total P&L (%) | 247.9473 | 22.151 | 225.7962 | 57.53 | -231.4883 | 289.0183 |
Avg Daily Profit (%) | 0.1613 | 0.0144 | 0.1469 | 0.0296 | 0 | 0.0884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160153 | -127915 | -76371 | -811138 | -729488 | -217371 |
Profit Factor | 1.3569 | 1.0534 | 1.8068 | 1.0309 | 0.793 | 1.3883 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 52.9915 | 46.5517 | 59.322 | 52.9915 | 46.5517 | 59.322 |
Ratio Avg Win / Avg Loss | 1.2037 | 1.2095 | 1.2389 | 0.9145 | 0.9105 | 0.952 |
Largest Winning Trade | 48437 | 45899 | 48437 | 200753 | 160147 | 200753 |
Largest Losing Trade | -48987 | -48987 | -41473 | -372227 | -372227 | -151157 |
Avg Bars in Trades | 71 | 95 | 48 | 71 | 95 | 48 |
Avg Bars in Winners | 80 | 103 | 62 | 80 | 103 | 62 |
Avg Bars in Losers | 61 | 87 | 28 | 61 | 87 | 28 |
Bars Traded | 8378 | 5516 | 2862 | 8378 | 5516 | 2862 |
Profit Streak | 82.8847 | 0 | 84.0514 | 82.8847 | 0 | 84.0514 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323214 | -522232 | -169591 | -341183 | -762174 | -250904 |
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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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