Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325484.5448 | 349951.7265 | -24467.1816 | -52602.5531 | 72581.0891 | -125183.6422 |
Total P&L (%) | 325.4845 | 349.9517 | -24.4672 | -52.6026 | 72.5811 | -125.1836 |
Avg Daily Profit (%) | 0.1754 | 0.1886 | -0.0132 | -0.0402 | 0.0294 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168949 | -179537 | -86175 | -188799 | -133956 | -129497 |
Profit Factor | 1.3831 | 1.6013 | 0.9086 | 0.8893 | 1.2621 | 0.368 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 56.7376 | 54.2857 | 59.1549 | 56.7376 | 54.2857 | 59.1549 |
Ratio Avg Win / Avg Loss | 1.0546 | 1.3485 | 0.6274 | 0.6781 | 1.0628 | 0.2541 |
Largest Winning Trade | 121941 | 121941 | 29942 | 95901 | 95901 | 7767 |
Largest Losing Trade | -74871 | -74871 | -28726 | -101235 | -101235 | -30571 |
Avg Bars in Trades | 38 | 71 | 5 | 38 | 71 | 5 |
Avg Bars in Winners | 31 | 59 | 5 | 31 | 59 | 5 |
Avg Bars in Losers | 47 | 86 | 4 | 47 | 86 | 4 |
Bars Traded | 5387 | 5012 | 375 | 5387 | 5012 | 375 |
Profit Streak | 11.5219 | 0 | 143.8553 | 11.5219 | 0 | 143.8553 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355688 | -84181 | -664611 | -578899 | -247371 | -664611 |
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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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