Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353821.273 | 328812.9039 | 25008.3691 | -16842.4386 | 1136468.5571 | -1153310.9957 |
Total P&L (%) | 353.8213 | 328.8129 | 25.0084 | -16.8424 | 1136.4686 | -1153.311 |
Avg Daily Profit (%) | 0.1791 | 0.1664 | 0.0127 | -0.0093 | 0.1274 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154249 | -129710 | -150469 | -1393160 | -430694 | -1375059 |
Profit Factor | 1.5062 | 1.9936 | 1.068 | 0.9936 | 2.4361 | 0.3712 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 46.4286 | 39.2857 | 53.5714 | 46.4286 | 39.2857 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.7379 | 3.081 | 0.9256 | 1.1464 | 3.7648 | 0.3217 |
Largest Winning Trade | 153436 | 153436 | 62377 | 638389 | 638389 | 202318 |
Largest Losing Trade | -79524 | -46752 | -79524 | -681811 | -174712 | -681811 |
Avg Bars in Trades | 103 | 95 | 111 | 103 | 95 | 111 |
Avg Bars in Winners | 155 | 165 | 148 | 155 | 165 | 148 |
Avg Bars in Losers | 58 | 50 | 68 | 58 | 50 | 68 |
Bars Traded | 11627 | 5374 | 6253 | 11627 | 5374 | 6253 |
Profit Streak | 0 | 0 | 665.8961 | 0 | 0 | 665.8961 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317014 | -173100 | -505190 | -580202 | -202169 | -759038 |
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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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