Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6060.829 | 151213.607 | -145152.778 | 542938.7756 | 237494.696 | 305444.0796 |
Total P&L (%) | 6.0608 | 151.2136 | -145.1528 | 542.9388 | 237.4947 | 305.4441 |
Avg Daily Profit (%) | 0.0049 | 0.1222 | -0.1173 | 0.1505 | 0.0983 | 0.1132 |
Buy And Hold Return (%) | 110.9496 | 110.9496 | 110.9496 | 110.9496 | 110.9496 | 110.9496 |
Max Trade Drawdown | -299777 | -53503 | -300518 | -509357 | -521736 | -346096 |
Profit Factor | 1.0093 | 1.898 | 0.701 | 1.3189 | 1.2901 | 1.3457 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 99 | 48 | 51 | 95 | 47 | 48 |
Losing Trades | 18 | 10 | 8 | 22 | 11 | 11 |
Profitability (%) | 84.6154 | 82.7586 | 86.4407 | 81.1966 | 81.0345 | 81.3559 |
Ratio Avg Win / Avg Loss | 0.1835 | 0.3954 | 0.11 | 0.3054 | 0.3019 | 0.3084 |
Largest Winning Trade | 21180 | 19530 | 21180 | 290358 | 88175 | 290358 |
Largest Losing Trade | -211345 | -51326 | -211345 | -500381 | -500381 | -250232 |
Avg Bars in Trades | 29 | 34 | 24 | 29 | 34 | 24 |
Avg Bars in Winners | 14 | 16 | 12 | 20 | 23 | 16 |
Avg Bars in Losers | 112 | 121 | 100 | 70 | 80 | 59 |
Bars Traded | 3444 | 2001 | 1442 | 3444 | 2001 | 1442 |
Profit Streak | 0 | 155.9818 | 0 | 0 | 155.9818 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -558848 | -256440 | -752665 | 345267 | -243951 | -218935 |
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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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