Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333349.9996 | 349138.6193 | -15788.6198 | -78339.8994 | -141424.833 | 63084.9336 |
Total P&L (%) | 333.35 | 349.1386 | -15.7886 | -78.3399 | -141.4248 | 63.0849 |
Avg Daily Profit (%) | 0.145 | 0.1519 | -0.0069 | -0.0665 | 0 | 0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159932 | -168477 | -89586 | -264231 | -283455 | -50892 |
Profit Factor | 1.4532 | 1.6751 | 0.9277 | 0.874 | 0.7259 | 1.5951 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 59.4937 | 61.5385 | 57.5 | 59.4937 | 61.5385 | 57.5 |
Ratio Avg Win / Avg Loss | 0.9894 | 1.0469 | 0.6857 | 0.5951 | 0.4537 | 1.179 |
Largest Winning Trade | 150607 | 150607 | 24274 | 117296 | 117296 | 42129 |
Largest Losing Trade | -64615 | -64615 | -56999 | -110936 | -110936 | -30592 |
Avg Bars in Trades | 82 | 152 | 14 | 82 | 152 | 14 |
Avg Bars in Winners | 54 | 95 | 12 | 54 | 95 | 12 |
Avg Bars in Losers | 123 | 244 | 16 | 123 | 244 | 16 |
Bars Traded | 6531 | 5961 | 570 | 6531 | 5961 | 570 |
Profit Streak | 167.0786 | 169.0786 | 167.0786 | 167.0786 | 169.0786 | 167.0786 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28508 | 423205 | -578532 | -609164 | -578294 | -160765 |
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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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