Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261289.3408 | 308707.4471 | -47418.1064 | -68212.6406 | -237802.1794 | 169589.5389 |
Total P&L (%) | 261.2893 | 308.7074 | -47.4181 | -68.2126 | -237.8022 | 169.5895 |
Avg Daily Profit (%) | 0.1255 | 0.1482 | -0.0228 | -0.055 | 0 | 0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196877 | -186908 | -109344 | -1769695 | -1952092 | -466210 |
Profit Factor | 1.2991 | 1.5043 | 0.8186 | 0.9825 | 0.9239 | 1.222 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Profitability (%) | 71.0383 | 74.7253 | 67.3913 | 71.0383 | 74.7253 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.5296 | 0.5088 | 0.3961 | 0.4005 | 0.3125 | 0.5913 |
Largest Winning Trade | 71297 | 71297 | 13393 | 517445 | 517445 | 102953 |
Largest Losing Trade | -75786 | -75786 | -44140 | -827295 | -827295 | -280377 |
Avg Bars in Trades | 131 | 248 | 15 | 131 | 248 | 15 |
Avg Bars in Winners | 41 | 72 | 7 | 41 | 72 | 7 |
Avg Bars in Losers | 350 | 766 | 30 | 350 | 766 | 30 |
Bars Traded | 23985 | 22570 | 1415 | 23985 | 22570 | 1415 |
Profit Streak | 0 | 77.3821 | 0 | 0 | 77.3821 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23416 | 311301 | -578276 | -577092 | -576642 | -128853 |
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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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