Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338869.5346 | 357480.3063 | -18610.7717 | -100193.1803 | -30032.6407 | -70160.5396 |
Total P&L (%) | 338.8695 | 357.4803 | -18.6108 | -100.1932 | -30.0326 | -70.1605 |
Avg Daily Profit (%) | 0.1769 | 0.1866 | -0.0097 | 0 | -0.0186 | -0.0631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195091 | -93492 | -236409 | -105586 | -1184 | -83597 |
Profit Factor | 1.3608 | 1.9378 | 0.9667 | 0.2111 | 0.2731 | 0.1812 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 79 | 36 | 43 | 40 | 23 | 17 |
Losing Trades | 39 | 23 | 16 | 78 | 36 | 42 |
Profitability (%) | 66.9492 | 61.0169 | 72.8814 | 33.8983 | 38.9831 | 28.8136 |
Ratio Avg Win / Avg Loss | 0.6718 | 1.238 | 0.3597 | 0.4117 | 0.4275 | 0.4478 |
Largest Winning Trade | 116723 | 116723 | 45288 | 9346 | 9346 | 8167 |
Largest Losing Trade | -101641 | -59002 | -101641 | -83308 | -38880 | -83308 |
Avg Bars in Trades | 95 | 77 | 113 | 95 | 77 | 113 |
Avg Bars in Winners | 77 | 55 | 96 | 127 | 107 | 154 |
Avg Bars in Losers | 130 | 112 | 157 | 79 | 58 | 96 |
Bars Traded | 11259 | 4581 | 6678 | 11259 | 4581 | 6678 |
Profit Streak | 25.1335 | 25.1335 | 68.1335 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350866 | -164633 | -753058 | -586726 | -762020 | -770743 |
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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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