Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324404.6876 | 362356.1397 | -37951.4521 | -89069.9968 | 167976.7086 | -257046.7053 |
Total P&L (%) | 324.4047 | 362.3561 | -37.9515 | -89.07 | 167.9767 | -257.0467 |
Avg Daily Profit (%) | 0.1745 | 0.1949 | -0.0204 | -0.119 | 0.053 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155389 | -114769 | -119952 | -303445 | -102573 | -261992 |
Profit Factor | 1.349 | 1.7177 | 0.9106 | 0.8989 | 1.4465 | 0.491 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 49.2063 | 41.2698 | 57.1429 | 49.2063 | 41.2698 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.3925 | 2.4444 | 0.683 | 0.9279 | 2.0584 | 0.3682 |
Largest Winning Trade | 414723 | 414723 | 57049 | 253282 | 253282 | 100256 |
Largest Losing Trade | -64455 | -58626 | -64455 | -196247 | -93102 | -196247 |
Avg Bars in Trades | 28 | 31 | 24 | 28 | 31 | 24 |
Avg Bars in Winners | 35 | 43 | 30 | 35 | 43 | 30 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 3542 | 1975 | 1567 | 3542 | 1975 | 1567 |
Profit Streak | 20.687 | 0 | 25.187 | 20.687 | 0 | 25.187 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311143 | -139520 | -725711 | -579921 | -270350 | -725711 |
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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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