Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205113.662 | 338713.5943 | -133599.9323 | -74915.4664 | 481782.0742 | -556697.5406 |
Total P&L (%) | 205.1137 | 338.7136 | -133.5999 | -74.9155 | 481.7821 | -556.6975 |
Avg Daily Profit (%) | 0.1038 | 0.1714 | -0.0676 | -0.07 | 0.0892 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119063 | -99506 | -150326 | -588872 | -342094 | -644587 |
Profit Factor | 1.438 | 2.5214 | 0.4562 | 0.9439 | 1.8809 | 0.2933 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Losing Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Profitability (%) | 63.2911 | 74.359 | 52.5 | 63.2911 | 74.359 | 52.5 |
Ratio Avg Win / Avg Loss | 0.834 | 0.8695 | 0.4127 | 0.5474 | 0.6486 | 0.2654 |
Largest Winning Trade | 55846 | 55846 | 31141 | 215247 | 215247 | 68339 |
Largest Losing Trade | -93704 | -93704 | -61451 | -291031 | -269668 | -291031 |
Avg Bars in Trades | 117 | 225 | 12 | 117 | 225 | 12 |
Avg Bars in Winners | 78 | 127 | 10 | 78 | 127 | 10 |
Avg Bars in Losers | 185 | 510 | 14 | 185 | 510 | 14 |
Bars Traded | 9289 | 8791 | 498 | 9289 | 8791 | 498 |
Profit Streak | 573.1759 | 706.0093 | 573.1759 | 573.1759 | 706.0093 | 573.1759 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83461 | 502649 | -579564 | -609096 | -68583 | -579564 |
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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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