Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280928.244 | 442608.3698 | -161680.1257 | -99285.6776 | 114301.4286 | -213587.1062 |
Total P&L (%) | 280.9282 | 442.6084 | -161.6801 | -99.2857 | 114.3014 | -213.5871 |
Avg Daily Profit (%) | 0.1165 | 0.1836 | -0.0671 | -0.2048 | 0.0316 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291186 | -208142 | -229319 | -207301 | -138965 | -234871 |
Profit Factor | 1.3393 | 2.0995 | 0.6198 | 0.8463 | 1.3771 | 0.377 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 50.6849 | 45.9459 | 55.5556 | 50.6849 | 45.9459 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3032 | 2.47 | 0.4959 | 0.8234 | 1.6201 | 0.3016 |
Largest Winning Trade | 320988 | 320988 | 40591 | 145923 | 145923 | 19774 |
Largest Losing Trade | -90073 | -76642 | -90073 | -118720 | -118720 | -77436 |
Avg Bars in Trades | 94 | 142 | 44 | 94 | 142 | 44 |
Avg Bars in Winners | 67 | 107 | 32 | 67 | 107 | 32 |
Avg Bars in Losers | 121 | 172 | 58 | 121 | 172 | 58 |
Bars Traded | 6881 | 5287 | 1593 | 6881 | 5287 | 1593 |
Profit Streak | 110.9706 | 110.9706 | 303.3039 | 110.9706 | 110.9706 | 303.3039 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112354 | 376717 | -579092 | -656008 | -149990 | -579092 |
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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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