Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89653.0463 | 57189.0084 | 32464.038 | -73818.028 | 88800.7141 | -162618.7421 |
Total P&L (%) | 89.653 | 57.189 | 32.464 | -73.818 | 88.8007 | -162.6187 |
Avg Daily Profit (%) | 0.3443 | 0.2196 | 0.1247 | -0.5133 | 0.2443 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95004 | -39941 | -94726 | -299584 | -41920 | -298705 |
Profit Factor | 1.334 | 1.5118 | 1.2072 | 0.8603 | 1.6736 | 0.5898 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 71.4286 | 65 | 77.9661 | 71.4286 | 65 | 77.9661 |
Ratio Avg Win / Avg Loss | 0.5336 | 0.8141 | 0.3412 | 0.3441 | 0.9012 | 0.1667 |
Largest Winning Trade | 17835 | 17835 | 17405 | 35069 | 35069 | 17566 |
Largest Losing Trade | -94726 | -32167 | -94726 | -298705 | -28371 | -298705 |
Avg Bars in Trades | 206 | 221 | 191 | 206 | 221 | 191 |
Avg Bars in Winners | 122 | 133 | 113 | 122 | 133 | 113 |
Avg Bars in Losers | 415 | 383 | 466 | 415 | 383 | 466 |
Bars Traded | 24539 | 13268 | 11271 | 24539 | 13268 | 11271 |
Profit Streak | 4.2716 | 4.2716 | 18.8966 | 4.2716 | 4.2716 | 18.8966 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358242 | -161952 | -204612 | -578306 | -160205 | -753756 |
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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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