Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232908.6339 | 321001.7249 | -88093.091 | -82498.8194 | 81140.4988 | -163639.3182 |
Total P&L (%) | 232.9086 | 321.0017 | -88.0931 | -82.4988 | 81.1405 | -163.6393 |
Avg Daily Profit (%) | 0.1118 | 0.1541 | -0.0423 | -0.0836 | 0.0285 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259465 | -213879 | -102281 | -316471 | -242995 | -165934 |
Profit Factor | 1.2897 | 1.5071 | 0.4847 | 0.913 | 1.1122 | 0.273 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Losing Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Profitability (%) | 48.503 | 55.4217 | 41.6667 | 48.503 | 55.4217 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.3693 | 1.2122 | 0.6786 | 0.9694 | 0.8946 | 0.3821 |
Largest Winning Trade | 141682 | 141682 | 14503 | 188927 | 188927 | 7782 |
Largest Losing Trade | -80651 | -80651 | -18733 | -111082 | -111082 | -40584 |
Avg Bars in Trades | 147 | 292 | 4 | 147 | 292 | 4 |
Avg Bars in Winners | 96 | 166 | 4 | 96 | 166 | 4 |
Avg Bars in Losers | 195 | 448 | 4 | 195 | 448 | 4 |
Bars Traded | 24618 | 24257 | 362 | 24618 | 24257 | 362 |
Profit Streak | 0 | 25.8997 | 0 | 0 | 25.8997 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43431 | 341670 | -584070 | -580485 | -252639 | -584070 |
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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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