Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282468.9993 | 308985.3648 | -26516.3655 | -72424.5024 | -194433.5984 | 122009.096 |
Total P&L (%) | 282.469 | 308.9854 | -26.5164 | -72.4245 | -194.4336 | 122.0091 |
Avg Daily Profit (%) | 0.1589 | 0.1738 | -0.0149 | -0.0724 | 0 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130962 | -117958 | -78614 | -584726 | -583738 | -87848 |
Profit Factor | 1.3371 | 1.5836 | 0.9141 | 0.9457 | 0.8135 | 1.4188 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 51.4493 | 53.6232 | 49.2754 | 51.4493 | 53.6232 | 49.2754 |
Ratio Avg Win / Avg Loss | 1.2617 | 1.3696 | 0.941 | 0.8924 | 0.7036 | 1.4606 |
Largest Winning Trade | 111248 | 111248 | 25466 | 167716 | 167716 | 124035 |
Largest Losing Trade | -79120 | -79120 | -34426 | -321278 | -321278 | -35051 |
Avg Bars in Trades | 50 | 89 | 11 | 50 | 89 | 11 |
Avg Bars in Winners | 31 | 50 | 11 | 31 | 50 | 11 |
Avg Bars in Losers | 70 | 133 | 12 | 70 | 133 | 12 |
Bars Traded | 6977 | 6170 | 807 | 6977 | 6170 | 807 |
Profit Streak | 9.7013 | 0 | 13.9513 | 9.7013 | 0 | 13.9513 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316738 | -91996 | -682143 | -579559 | -681988 | -233522 |
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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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