Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271930.0647 | 279677.1118 | -7747.0471 | 67979.5491 | 197795.7802 | -129816.2311 |
Total P&L (%) | 271.9301 | 279.6771 | -7.747 | 67.9795 | 197.7958 | -129.8162 |
Avg Daily Profit (%) | 0.1926 | 0.1981 | -0.0055 | 0.0367 | 0.0773 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98388 | -115644 | -114454 | -1034426 | -1162912 | -477376 |
Profit Factor | 1.4352 | 1.7272 | 0.9678 | 1.0198 | 1.0828 | 0.8751 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 120 | 66 | 54 | 120 | 66 | 54 |
Losing Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Profitability (%) | 71.0059 | 78.5714 | 63.5294 | 71.0059 | 78.5714 | 63.5294 |
Ratio Avg Win / Avg Loss | 0.586 | 0.4711 | 0.5556 | 0.4164 | 0.2953 | 0.5024 |
Largest Winning Trade | 30309 | 30309 | 12020 | 242538 | 242538 | 82878 |
Largest Losing Trade | -74053 | -74053 | -61574 | -881813 | -881813 | -337519 |
Avg Bars in Trades | 23 | 41 | 5 | 23 | 41 | 5 |
Avg Bars in Winners | 9 | 14 | 2 | 9 | 14 | 2 |
Avg Bars in Losers | 57 | 138 | 9 | 57 | 138 | 9 |
Bars Traded | 3920 | 3479 | 441 | 3920 | 3479 | 441 |
Profit Streak | 0 | 510.3266 | 0 | 0 | 510.3266 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384738 | 444127 | -578795 | -340448 | -216583 | -578795 |
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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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