Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342829.1043 | 365478.2303 | -22649.126 | -42319.3583 | 83701.1052 | -126020.4635 |
Total P&L (%) | 342.8291 | 365.4782 | -22.6491 | -42.3194 | 83.7011 | -126.0205 |
Avg Daily Profit (%) | 0.1834 | 0.1955 | -0.0121 | -0.0294 | 0.0325 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191493 | -198634 | -38612 | -752674 | -627042 | -194087 |
Profit Factor | 1.3796 | 1.4841 | 0.8472 | 0.9796 | 1.0483 | 0.6274 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 125 | 55 | 70 | 125 | 55 | 70 |
Losing Trades | 156 | 85 | 71 | 156 | 85 | 71 |
Profitability (%) | 44.484 | 39.2857 | 49.6454 | 44.484 | 39.2857 | 49.6454 |
Ratio Avg Win / Avg Loss | 1.7217 | 2.2936 | 0.8593 | 1.2225 | 1.62 | 0.6364 |
Largest Winning Trade | 327016 | 327016 | 11413 | 609554 | 609554 | 44022 |
Largest Losing Trade | -29646 | -29646 | -11722 | -196329 | -196329 | -61692 |
Avg Bars in Trades | 78 | 152 | 5 | 78 | 152 | 5 |
Avg Bars in Winners | 99 | 218 | 5 | 99 | 218 | 5 |
Avg Bars in Losers | 62 | 109 | 6 | 62 | 109 | 6 |
Bars Traded | 22109 | 21290 | 819 | 22109 | 21290 | 819 |
Profit Streak | 28.667 | 60.917 | 28.667 | 28.667 | 60.917 | 28.667 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341731 | 235026 | -580278 | -578779 | -319130 | -580278 |
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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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