Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302710.2335 | 317284.0487 | -14573.8152 | -27751.5218 | 38060.0068 | -65811.5286 |
Total P&L (%) | 302.7102 | 317.284 | -14.5738 | -27.7515 | 38.06 | -65.8115 |
Avg Daily Profit (%) | 0.1632 | 0.1711 | -0.0079 | -0.0175 | 0.0174 | -0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157821 | -147862 | -131161 | -425795 | -308181 | -225554 |
Profit Factor | 1.4084 | 2.1608 | 0.9689 | 0.9713 | 1.1006 | 0.8884 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 48.1013 | 50 | 46.1538 | 48.1013 | 50 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.5195 | 2.1608 | 1.1303 | 1.048 | 1.1006 | 1.0364 |
Largest Winning Trade | 103535 | 103535 | 73241 | 118025 | 84285 | 118025 |
Largest Losing Trade | -53613 | -34974 | -53613 | -166581 | -76971 | -166581 |
Avg Bars in Trades | 89 | 92 | 86 | 89 | 92 | 86 |
Avg Bars in Winners | 113 | 124 | 101 | 113 | 124 | 101 |
Avg Bars in Losers | 68 | 61 | 74 | 68 | 61 | 74 |
Bars Traded | 7108 | 3716 | 3392 | 7108 | 3716 | 3392 |
Profit Streak | 81.7048 | 239.7048 | 81.7048 | 81.7048 | 239.7048 | 81.7048 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21485 | 464056 | -580028 | -609760 | -280467 | -580028 |
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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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