Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296840.3087 | 234731.2037 | 62109.105 | -498377.6485 | -250488.0836 | -247889.5648 |
Total P&L (%) | 296.8403 | 234.7312 | 62.1091 | -498.3776 | -250.4881 | -247.8896 |
Avg Daily Profit (%) | 0.285 | 0.2254 | 0.0596 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127988 | -60346 | -142143 | -766295 | -358508 | -545063 |
Profit Factor | 1.57 | 2.2123 | 1.1899 | 0.7067 | 0.6866 | 0.7246 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 81 | 40 | 41 | 37 | 18 | 19 |
Losing Trades | 36 | 18 | 18 | 80 | 40 | 40 |
Profitability (%) | 69.2308 | 68.9655 | 69.4915 | 31.6239 | 31.0345 | 32.2034 |
Ratio Avg Win / Avg Loss | 0.6978 | 0.9955 | 0.5224 | 1.528 | 1.5257 | 1.5255 |
Largest Winning Trade | 32537 | 28342 | 32537 | 269004 | 220769 | 269004 |
Largest Losing Trade | -124822 | -38057 | -124822 | -156366 | -93161 | -156366 |
Avg Bars in Trades | 209 | 219 | 199 | 209 | 219 | 199 |
Avg Bars in Winners | 165 | 163 | 167 | 281 | 341 | 225 |
Avg Bars in Losers | 307 | 342 | 272 | 175 | 164 | 187 |
Bars Traded | 24481 | 12709 | 11772 | 24481 | 12709 | 11772 |
Profit Streak | 0 | 0 | 0 | 28.0369 | 32.5369 | 28.0369 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403860 | -168326 | -301320 | -583825 | -765168 | -761338 |
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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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