Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325062.1293 | 338602.7468 | -13540.6175 | -116363.9003 | -68644.6774 | -47719.2228 |
Total P&L (%) | 325.0621 | 338.6027 | -13.5406 | -116.3639 | -68.6447 | -47.7192 |
Avg Daily Profit (%) | 0.1701 | 0.1772 | -0.0071 | 0 | -0.0607 | -0.0339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182070 | -105167 | -175872 | -1441561 | -1061250 | -1015903 |
Profit Factor | 1.4234 | 2.0546 | 0.9697 | 0.9716 | 0.962 | 0.9791 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 21 | 20 | 46 | 26 | 20 |
Losing Trades | 57 | 28 | 29 | 52 | 23 | 29 |
Profitability (%) | 41.8367 | 42.8571 | 40.8163 | 46.9388 | 53.0612 | 40.8163 |
Ratio Avg Win / Avg Loss | 1.9789 | 2.7395 | 1.406 | 1.0983 | 0.851 | 1.4197 |
Largest Winning Trade | 260139 | 260139 | 44637 | 366867 | 366867 | 336748 |
Largest Losing Trade | -106035 | -26229 | -106035 | -498198 | -335028 | -498198 |
Avg Bars in Trades | 113 | 108 | 118 | 113 | 108 | 118 |
Avg Bars in Winners | 171 | 157 | 186 | 153 | 145 | 163 |
Avg Bars in Losers | 72 | 72 | 72 | 78 | 67 | 87 |
Bars Traded | 11146 | 5324 | 5822 | 11146 | 5324 | 5822 |
Profit Streak | 0 | 0 | 43.4119 | 12.7453 | 37.0786 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 230445 | 311406 | -582033 | -579428 | -579740 | -582586 |
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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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