Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410670.2651 | 459352.5867 | -48682.3215 | -61631.7106 | -228571.8488 | 166940.1382 |
Total P&L (%) | 410.6703 | 459.3526 | -48.6823 | -61.6317 | -228.5718 | 166.9401 |
Avg Daily Profit (%) | 0.2185 | 0.2444 | -0.0259 | -0.051 | 0 | 0.0522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -300533 | -182525 | -151544 | -4896199 | -4017661 | -937793 |
Profit Factor | 1.4531 | 1.8091 | 0.8563 | 0.9922 | 0.9604 | 1.0784 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 56.0284 | 58.5714 | 53.5211 | 56.0284 | 58.5714 | 53.5211 |
Ratio Avg Win / Avg Loss | 1.1404 | 1.2796 | 0.7436 | 0.7787 | 0.6793 | 0.9365 |
Largest Winning Trade | 297084 | 297084 | 20157 | 958923 | 958923 | 648433 |
Largest Losing Trade | -72049 | -72049 | -67300 | -1733916 | -1733916 | -732278 |
Avg Bars in Trades | 73 | 130 | 16 | 73 | 130 | 16 |
Avg Bars in Winners | 53 | 90 | 14 | 53 | 90 | 14 |
Avg Bars in Losers | 97 | 188 | 17 | 97 | 188 | 17 |
Bars Traded | 10298 | 9161 | 1136 | 10298 | 9161 | 1136 |
Profit Streak | 0 | 198.456 | 0 | 0 | 198.456 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358304 | -81335 | -666724 | -579623 | -672434 | -345034 |
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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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