Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468275.1043 | 659827.9118 | -191552.8076 | -100123.7667 | -101282.7422 | 1158.9755 |
Total P&L (%) | 468.2751 | 659.8279 | -191.5528 | -100.1238 | -101.2827 | 1.159 |
Avg Daily Profit (%) | 0.2024 | 0.2852 | -0.0828 | 0 | 0 | 0.0005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -423576 | -300779 | -239665 | -416523 | -358466 | -60529 |
Profit Factor | 1.3608 | 1.7015 | 0.4639 | 0.8716 | 0.8403 | 1.0079 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 76 | 38 | 38 | 93 | 47 | 46 |
Losing Trades | 98 | 49 | 49 | 81 | 40 | 41 |
Profitability (%) | 43.6782 | 43.6782 | 43.6782 | 53.4483 | 54.023 | 52.8736 |
Ratio Avg Win / Avg Loss | 1.7547 | 2.1941 | 0.5982 | 0.7592 | 0.7151 | 0.8984 |
Largest Winning Trade | 448936 | 448936 | 24555 | 156771 | 156771 | 46997 |
Largest Losing Trade | -104407 | -71075 | -104407 | -157293 | -157293 | -41606 |
Avg Bars in Trades | 79 | 145 | 13 | 79 | 145 | 13 |
Avg Bars in Winners | 59 | 113 | 4 | 67 | 125 | 7 |
Avg Bars in Losers | 95 | 169 | 21 | 93 | 167 | 20 |
Bars Traded | 13823 | 12617 | 1206 | 13823 | 12617 | 1206 |
Profit Streak | 0 | 0 | 0 | 32.6658 | 32.9992 | 32.6658 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275800 | 331568 | -583280 | -577968 | -579582 | -570504 |
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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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