Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273923.7784 | 100147.7218 | 173776.0566 | -34566.7588 | -253821.592 | 219254.8332 |
Total P&L (%) | 273.9238 | 100.1477 | 173.7761 | -34.5668 | -253.8216 | 219.2548 |
Avg Daily Profit (%) | 0.1638 | 0.0599 | 0.1039 | -0.0254 | 0 | 0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204979 | -169316 | -124629 | -635265 | -607806 | -436224 |
Profit Factor | 1.3627 | 1.2163 | 1.5949 | 0.9841 | 0.8034 | 1.2472 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
Losing Trades | 41 | 27 | 14 | 41 | 27 | 14 |
Profitability (%) | 66.9355 | 56.4516 | 77.4194 | 66.9355 | 56.4516 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.6732 | 0.9383 | 0.4652 | 0.4861 | 0.6197 | 0.3638 |
Largest Winning Trade | 140889 | 140889 | 30420 | 145586 | 144832 | 145586 |
Largest Losing Trade | -60636 | -60636 | -57943 | -296026 | -296026 | -294316 |
Avg Bars in Trades | 52 | 63 | 41 | 52 | 63 | 41 |
Avg Bars in Winners | 29 | 33 | 27 | 29 | 33 | 27 |
Avg Bars in Losers | 98 | 102 | 90 | 98 | 102 | 90 |
Bars Traded | 6487 | 3916 | 2571 | 6487 | 3916 | 2571 |
Profit Streak | 0 | 0 | 78.3835 | 0 | 0 | 78.3835 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310923 | -268382 | -203265 | -578253 | -734122 | -251366 |
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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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