Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505104.3592 | 558153.3551 | -53048.9959 | -50569.9443 | 480479.755 | -531049.6994 |
Total P&L (%) | 505.1044 | 558.1534 | -53.049 | -50.5699 | 480.4798 | -531.0497 |
Avg Daily Profit (%) | 0.2174 | 0.2403 | -0.0228 | -0.0303 | 0.0757 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175617 | -132586 | -202636 | -435777 | -83779 | -605022 |
Profit Factor | 1.5249 | 2.534 | 0.9114 | 0.9586 | 2.5682 | 0.4191 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 45.2174 | 46.5517 | 43.8596 | 45.2174 | 46.5517 | 43.8596 |
Ratio Avg Win / Avg Loss | 1.8474 | 2.9094 | 1.1665 | 1.1613 | 2.9487 | 0.5364 |
Largest Winning Trade | 177622 | 177622 | 80971 | 287728 | 287728 | 83649 |
Largest Losing Trade | -86135 | -31809 | -86135 | -390700 | -78983 | -390700 |
Avg Bars in Trades | 75 | 48 | 102 | 75 | 48 | 102 |
Avg Bars in Winners | 114 | 68 | 164 | 114 | 68 | 164 |
Avg Bars in Losers | 42 | 30 | 55 | 42 | 30 | 55 |
Bars Traded | 8670 | 2803 | 5867 | 8670 | 2803 | 5867 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331252 | -168183 | -761554 | -580665 | -268324 | -763221 |
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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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