Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302397.3388 | 306649.3284 | -4251.9896 | -36635.1836 | 1813.7251 | -38448.9088 |
Total P&L (%) | 302.3973 | 306.6493 | -4.252 | -36.6352 | 1.8137 | -38.4489 |
Avg Daily Profit (%) | 0.1581 | 0.1603 | -0.0022 | -0.0239 | 0.0009 | -0.0254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151901 | -156263 | -61507 | -727229 | -732226 | -150859 |
Profit Factor | 1.4261 | 1.5573 | 0.9733 | 0.9787 | 1.0013 | 0.8752 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 68.9394 | 69.697 | 68.1818 | 68.9394 | 69.697 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.6425 | 0.6771 | 0.4542 | 0.4409 | 0.4353 | 0.4084 |
Largest Winning Trade | 76616 | 76616 | 14942 | 252894 | 252894 | 69034 |
Largest Losing Trade | -65348 | -65348 | -61507 | -488659 | -488659 | -118990 |
Avg Bars in Trades | 172 | 335 | 8 | 172 | 335 | 8 |
Avg Bars in Winners | 68 | 129 | 5 | 68 | 129 | 5 |
Avg Bars in Losers | 403 | 811 | 15 | 403 | 811 | 15 |
Bars Traded | 22730 | 22160 | 570 | 22730 | 22160 | 570 |
Profit Streak | 0 | 0 | 81.4664 | 0 | 0 | 81.4664 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333214 | -114355 | -701765 | -577973 | -699738 | -701765 |
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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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