Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257116.7774 | -15289.2772 | 272406.0546 | 199204.9029 | -292696.5711 | 491901.474 |
Total P&L (%) | 257.1168 | -15.2893 | 272.4061 | 199.2049 | -292.6966 | 491.9015 |
Avg Daily Profit (%) | 0.1679 | -0.01 | 0.1779 | 0.0716 | 0 | 0.1162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75333 | -89054 | -89867 | -473434 | -434083 | -333276 |
Profit Factor | 1.466 | 0.9557 | 2.3165 | 1.0963 | 0.7731 | 1.6311 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 60.1449 | 56.5217 | 63.7681 | 60.1449 | 56.5217 | 63.7681 |
Ratio Avg Win / Avg Loss | 0.9714 | 0.7351 | 1.3162 | 0.7264 | 0.5947 | 0.9268 |
Largest Winning Trade | 36547 | 25106 | 36547 | 112569 | 94872 | 112569 |
Largest Losing Trade | -52085 | -52085 | -30103 | -353767 | -353767 | -131412 |
Avg Bars in Trades | 42 | 53 | 31 | 42 | 53 | 31 |
Avg Bars in Winners | 30 | 33 | 26 | 30 | 33 | 26 |
Avg Bars in Losers | 61 | 78 | 40 | 61 | 78 | 40 |
Bars Traded | 5882 | 3679 | 2203 | 5882 | 3679 | 2203 |
Profit Streak | 9.3281 | 0 | 10.8281 | 9.3281 | 0 | 10.8281 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328507 | -681612 | -88518 | -211299 | -681612 | -136822 |
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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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