Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260185.0183 | 17925.704 | 242259.3143 | -16260.5339 | 25302.1168 | -41562.6507 |
Total P&L (%) | 260.185 | 17.9257 | 242.2593 | -16.2605 | 25.3021 | -41.5627 |
Avg Daily Profit (%) | 0.1698 | 0.0117 | 0.1581 | -0.0116 | 0.0147 | -0.0351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150195 | -63468 | -145140 | -652323 | -238751 | -610843 |
Profit Factor | 1.4887 | 1.0931 | 1.7128 | 0.9887 | 1.056 | 0.9579 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 46.087 | 36.2069 | 56.1404 | 46.087 | 36.2069 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.7415 | 1.9259 | 1.3381 | 1.1566 | 1.8605 | 0.7484 |
Largest Winning Trade | 69558 | 38296 | 69558 | 145674 | 145674 | 133134 |
Largest Losing Trade | -90971 | -12759 | -90971 | -553117 | -51327 | -553117 |
Avg Bars in Trades | 74 | 22 | 128 | 74 | 22 | 128 |
Avg Bars in Winners | 99 | 27 | 146 | 99 | 27 | 146 |
Avg Bars in Losers | 54 | 19 | 105 | 54 | 19 | 105 |
Bars Traded | 8620 | 1312 | 7308 | 8620 | 1312 | 7308 |
Profit Streak | 0 | 0 | 79.5669 | 0 | 0 | 79.5669 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305802 | -487924 | -168898 | -580327 | -519977 | -759074 |
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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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