Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310093.4062 | 363368.9595 | -53275.5533 | -32237.0775 | 197117.0794 | -229354.1568 |
Total P&L (%) | 310.0934 | 363.369 | -53.2756 | -32.2371 | 197.1171 | -229.3542 |
Avg Daily Profit (%) | 0.1489 | 0.1744 | -0.0256 | -0.0187 | 0.0523 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146584 | -130243 | -51191 | -1062058 | -903329 | -226860 |
Profit Factor | 1.6113 | 1.8454 | 0.312 | 0.9863 | 1.0966 | 0.2667 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Losing Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Profitability (%) | 46.729 | 58.4906 | 35.1852 | 46.729 | 58.4906 | 35.1852 |
Ratio Avg Win / Avg Loss | 1.8369 | 1.3096 | 0.5748 | 1.1244 | 0.7782 | 0.4912 |
Largest Winning Trade | 249116 | 249116 | 6058 | 576098 | 576098 | 28099 |
Largest Losing Trade | -74280 | -74280 | -8806 | -546942 | -546942 | -94290 |
Avg Bars in Trades | 218 | 437 | 3 | 218 | 437 | 3 |
Avg Bars in Winners | 174 | 279 | 3 | 174 | 279 | 3 |
Avg Bars in Losers | 257 | 660 | 4 | 257 | 660 | 4 |
Bars Traded | 23394 | 23192 | 202 | 23394 | 23192 | 202 |
Profit Streak | 122.269 | 122.269 | 168.019 | 122.269 | 122.269 | 168.019 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330090 | -168202 | -765240 | -578678 | -416996 | -765240 |
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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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