Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298702.3514 | 421701.3432 | -122998.9918 | -93076.3027 | 215978.5168 | -309054.8195 |
Total P&L (%) | 298.7024 | 421.7013 | -122.999 | -93.0763 | 215.9785 | -309.0548 |
Avg Daily Profit (%) | 0.1267 | 0.1789 | -0.0522 | -0.1132 | 0.0488 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204408 | -171945 | -202625 | -297777 | -141187 | -351414 |
Profit Factor | 1.3742 | 1.9311 | 0.6438 | 0.8758 | 1.6498 | 0.2585 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 51.9481 | 47.3684 | 56.4103 | 51.9481 | 47.3684 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.2712 | 2.1457 | 0.4975 | 0.8101 | 1.8331 | 0.1998 |
Largest Winning Trade | 294091 | 294091 | 29249 | 227199 | 227199 | 16744 |
Largest Losing Trade | -72823 | -72823 | -47807 | -142574 | -82866 | -142574 |
Avg Bars in Trades | 83 | 149 | 19 | 83 | 149 | 19 |
Avg Bars in Winners | 49 | 92 | 14 | 49 | 92 | 14 |
Avg Bars in Losers | 120 | 199 | 26 | 120 | 199 | 26 |
Bars Traded | 6433 | 5664 | 769 | 6433 | 5664 | 769 |
Profit Streak | 67.5579 | 0 | 71.2246 | 67.5579 | 0 | 71.2246 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68762 | 363518 | -579090 | -626244 | -125593 | -579090 |
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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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