Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321648.8903 | 322354.0708 | -705.1805 | -64133.1217 | -33586.1681 | -30546.9536 |
Total P&L (%) | 321.6489 | 322.3541 | -0.7052 | -64.1331 | -33.5862 | -30.547 |
Avg Daily Profit (%) | 0.1721 | 0.1725 | -0.0004 | -0.0549 | -0.0219 | -0.0195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200973 | -177693 | -33760 | -168268 | -151176 | -36901 |
Profit Factor | 1.4366 | 1.5587 | 0.9956 | 0.8394 | 0.8915 | 0.6604 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 45.8015 | 40 | 51.5152 | 45.8015 | 40 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.7 | 2.338 | 0.937 | 0.9933 | 1.3372 | 0.6216 |
Largest Winning Trade | 293271 | 293271 | 18624 | 77900 | 77900 | 7013 |
Largest Losing Trade | -49603 | -49603 | -17552 | -39371 | -39371 | -15915 |
Avg Bars in Trades | 169 | 326 | 14 | 169 | 326 | 14 |
Avg Bars in Winners | 240 | 531 | 17 | 240 | 531 | 17 |
Avg Bars in Losers | 109 | 189 | 11 | 109 | 189 | 11 |
Bars Traded | 22183 | 21219 | 964 | 22183 | 21219 | 964 |
Profit Streak | 14.3607 | 0 | 241.6941 | 14.3607 | 0 | 241.6941 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313912 | -125685 | -703060 | -581470 | -714958 | -703060 |
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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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