Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306049.051 | 250402.5594 | 55646.4915 | -17623.1763 | 110834.1281 | -128457.3045 |
Total P&L (%) | 306.0491 | 250.4026 | 55.6465 | -17.6232 | 110.8341 | -128.4573 |
Avg Daily Profit (%) | 0.1609 | 0.1316 | 0.0293 | -0.0102 | 0.0392 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161699 | -115200 | -141832 | -305356 | -191382 | -269046 |
Profit Factor | 1.431 | 1.6811 | 1.1625 | 0.9835 | 1.2173 | 0.7697 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 50.8065 | 48.3871 | 53.2258 | 50.8065 | 48.3871 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.3856 | 1.7931 | 1.0216 | 0.9523 | 1.2985 | 0.6764 |
Largest Winning Trade | 204137 | 204137 | 55716 | 150642 | 150642 | 87309 |
Largest Losing Trade | -57063 | -38125 | -57063 | -148472 | -88793 | -148472 |
Avg Bars in Trades | 44 | 38 | 50 | 44 | 38 | 50 |
Avg Bars in Winners | 61 | 52 | 69 | 61 | 52 | 69 |
Avg Bars in Losers | 26 | 25 | 28 | 26 | 25 | 28 |
Bars Traded | 5507 | 2402 | 3105 | 5507 | 2402 | 3105 |
Profit Streak | 0 | 0 | 542.2509 | 0 | 0 | 542.2509 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309761 | -168923 | -349717 | -580344 | -295744 | -733956 |
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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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