Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309483.4929 | 446798.0223 | -137314.5293 | -96606.9474 | 1070868.3415 | -1167475.2889 |
Total P&L (%) | 309.4835 | 446.798 | -137.3145 | -96.6069 | 1070.8683 | -1167.4753 |
Avg Daily Profit (%) | 0.1566 | 0.226 | -0.0695 | -0.171 | 0.1245 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -366116 | -216241 | -226888 | -2570025 | -1420132 | -1553588 |
Profit Factor | 1.2803 | 1.7739 | 0.7393 | 0.9853 | 1.2803 | 0.5745 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 53.3835 | 51.5152 | 55.2239 | 53.3835 | 51.5152 | 55.2239 |
Ratio Avg Win / Avg Loss | 1.118 | 1.6695 | 0.5994 | 0.8604 | 1.2049 | 0.4658 |
Largest Winning Trade | 184136 | 184136 | 36832 | 1274503 | 1274503 | 224384 |
Largest Losing Trade | -86236 | -86236 | -58268 | -1225976 | -1225976 | -800108 |
Avg Bars in Trades | 55 | 83 | 27 | 55 | 83 | 27 |
Avg Bars in Winners | 43 | 57 | 31 | 43 | 57 | 31 |
Avg Bars in Losers | 68 | 111 | 23 | 68 | 111 | 23 |
Bars Traded | 7385 | 5522 | 1863 | 7385 | 5522 | 1863 |
Profit Streak | 497.4146 | 505.9146 | 497.4146 | 497.4146 | 505.9146 | 497.4146 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322728 | -111816 | -695919 | -579026 | -149395 | -695919 |
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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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