Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294950.0303 | 299725.4494 | -4775.4191 | 25.4053 | 131375.7666 | -131350.3613 |
Total P&L (%) | 294.95 | 299.7254 | -4.7754 | 0.0254 | 131.3758 | -131.3504 |
Avg Daily Profit (%) | 0.1583 | 0.1609 | -0.0026 | 0 | 0.045 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124430 | -99334 | -101686 | -189134 | -123499 | -186898 |
Profit Factor | 1.4939 | 1.8818 | 0.9814 | 1 | 1.3668 | 0.5954 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 45.4545 | 42.4242 | 48.4848 | 45.4545 | 42.4242 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.7926 | 2.5539 | 1.0428 | 1.2 | 1.855 | 0.6326 |
Largest Winning Trade | 154139 | 154139 | 49444 | 142443 | 142443 | 32507 |
Largest Losing Trade | -50466 | -50466 | -30994 | -72934 | -72934 | -63493 |
Avg Bars in Trades | 108 | 122 | 94 | 108 | 122 | 94 |
Avg Bars in Winners | 132 | 142 | 124 | 132 | 142 | 124 |
Avg Bars in Losers | 87 | 107 | 65 | 87 | 107 | 65 |
Bars Traded | 7147 | 4041 | 3106 | 7147 | 4041 | 3106 |
Profit Streak | 0 | 175.7662 | 0 | 0 | 175.7662 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120900 | 318865 | -579725 | -709597 | -133153 | -581392 |
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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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