Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297140.4348 | 318584.0012 | -21443.5664 | -61275.5404 | 32210.5765 | -93486.1169 |
Total P&L (%) | 297.1404 | 318.584 | -21.4436 | -61.2755 | 32.2106 | -93.4861 |
Avg Daily Profit (%) | 0.1564 | 0.1677 | -0.0113 | -0.0499 | 0.0147 | -0.1437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164175 | -121255 | -80148 | -464748 | -350408 | -145662 |
Profit Factor | 1.5255 | 1.8079 | 0.8747 | 0.928 | 1.0511 | 0.5781 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 43.3333 | 54.8387 | 49.1803 | 43.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.5763 | 2.3641 | 0.7203 | 0.959 | 1.3746 | 0.4761 |
Largest Winning Trade | 309492 | 309492 | 30027 | 361825 | 361825 | 26997 |
Largest Losing Trade | -60998 | -60998 | -29265 | -291741 | -291741 | -67960 |
Avg Bars in Trades | 351 | 663 | 48 | 351 | 663 | 48 |
Avg Bars in Winners | 212 | 430 | 46 | 212 | 430 | 46 |
Avg Bars in Losers | 484 | 841 | 51 | 484 | 841 | 51 |
Bars Traded | 21412 | 19911 | 1501 | 21412 | 19911 | 1501 |
Profit Streak | 168.459 | 168.459 | 441.709 | 168.459 | 168.459 | 441.709 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155143 | 313733 | -578834 | -745742 | -342458 | -578834 |
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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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