Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227161.26 | 186660.7169 | 40500.5431 | 79768.1222 | -115886.9119 | 195655.034 |
Total P&L (%) | 227.1613 | 186.6607 | 40.5005 | 79.7681 | -115.8869 | 195.655 |
Avg Daily Profit (%) | 0.2181 | 0.1792 | 0.0389 | 0.0563 | 0 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81776 | -119386 | -23354 | -467526 | -605074 | -52867 |
Profit Factor | 1.4615 | 1.4995 | 1.3417 | 1.0614 | 0.8947 | 1.979 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 55.9322 | 55.9322 | 55.9322 | 55.9322 | 55.9322 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.1515 | 1.1814 | 1.0571 | 0.8362 | 0.7049 | 1.5592 |
Largest Winning Trade | 136461 | 136461 | 12892 | 156234 | 156234 | 52983 |
Largest Losing Trade | -59314 | -59314 | -14982 | -275178 | -275178 | -31953 |
Avg Bars in Trades | 208 | 375 | 41 | 208 | 375 | 41 |
Avg Bars in Winners | 128 | 218 | 38 | 128 | 218 | 38 |
Avg Bars in Losers | 309 | 573 | 45 | 309 | 573 | 45 |
Bars Traded | 24591 | 22128 | 2463 | 24591 | 22128 | 2463 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357425 | -167165 | -318714 | -271331 | -756689 | -226124 |
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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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