Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316002.9555 | 337899.6455 | -21896.69 | -65983.2789 | -5927.2272 | -60056.0517 |
Total P&L (%) | 316.003 | 337.8996 | -21.8967 | -65.9833 | -5.9272 | -60.0561 |
Avg Daily Profit (%) | 0.1683 | 0.18 | -0.0117 | -0.0574 | -0.0033 | -0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141044 | -46830 | -132453 | -79477 | -28785 | -69941 |
Profit Factor | 1.5851 | 2.6882 | 0.9356 | 0.7624 | 0.9421 | 0.6575 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 45.5696 | 42.5 | 48.7179 | 45.5696 | 42.5 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.8933 | 3.6369 | 0.9848 | 0.9107 | 1.2746 | 0.6921 |
Largest Winning Trade | 368152 | 368152 | 57297 | 33393 | 33393 | 16924 |
Largest Losing Trade | -80132 | -34886 | -80132 | -36586 | -15370 | -36586 |
Avg Bars in Trades | 281 | 238 | 324 | 281 | 238 | 324 |
Avg Bars in Winners | 356 | 284 | 420 | 356 | 284 | 420 |
Avg Bars in Losers | 218 | 204 | 234 | 218 | 204 | 234 |
Bars Traded | 22228 | 9556 | 12672 | 22228 | 9556 | 12672 |
Profit Streak | 17.9225 | 57.9225 | 0 | 17.9225 | 57.9225 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22147 | 399133 | -581255 | -613213 | -580602 | -581255 |
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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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