Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421522.8017 | 584108.8101 | -162586.0084 | -96382.3206 | 28154.6932 | -124537.0139 |
Total P&L (%) | 421.5228 | 584.1088 | -162.586 | -96.3823 | 28.1547 | -124.537 |
Avg Daily Profit (%) | 0.2206 | 0.3057 | -0.0851 | -0.1736 | 0.013 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -317261 | -221652 | -188535 | -985683 | -985995 | -215355 |
Profit Factor | 1.3744 | 1.7643 | 0.5506 | 0.9612 | 1.0152 | 0.801 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 44.4444 | 42.7184 | 46.1538 | 44.4444 | 42.7184 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.7179 | 2.3658 | 0.6424 | 1.2015 | 1.3613 | 0.9345 |
Largest Winning Trade | 671445 | 671445 | 14274 | 856445 | 856445 | 56560 |
Largest Losing Trade | -41984 | -41984 | -31269 | -270609 | -270609 | -134232 |
Avg Bars in Trades | 35 | 63 | 8 | 35 | 63 | 8 |
Avg Bars in Winners | 41 | 78 | 8 | 41 | 78 | 8 |
Avg Bars in Losers | 30 | 51 | 8 | 30 | 51 | 8 |
Bars Traded | 7379 | 6497 | 881 | 7379 | 6497 | 881 |
Profit Streak | 3.6419 | 0 | 54.6419 | 3.6419 | 0 | 54.6419 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281481 | 330313 | -581289 | -580739 | -385717 | -581289 |
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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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