Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334298.9076 | 386810.2012 | -52511.2935 | -42942.6472 | 441378.0283 | -484320.6756 |
Total P&L (%) | 334.2989 | 386.8102 | -52.5113 | -42.9426 | 441.378 | -484.3207 |
Avg Daily Profit (%) | 0.1692 | 0.1958 | -0.0266 | -0.0284 | 0.0855 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100670 | -38053 | -267690 | -346194 | -63246 | -585621 |
Profit Factor | 1.3931 | 2.963 | 0.9196 | 0.9652 | 2.9968 | 0.5219 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Losing Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Profitability (%) | 49.1429 | 53.4091 | 44.8276 | 49.1429 | 53.4091 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.4417 | 2.5847 | 1.1319 | 0.9989 | 2.6143 | 0.6424 |
Largest Winning Trade | 85920 | 85920 | 74137 | 152409 | 152409 | 61359 |
Largest Losing Trade | -76166 | -28893 | -76166 | -158159 | -41635 | -158159 |
Avg Bars in Trades | 63 | 18 | 109 | 63 | 18 | 109 |
Avg Bars in Winners | 90 | 25 | 170 | 90 | 25 | 170 |
Avg Bars in Losers | 37 | 10 | 60 | 37 | 10 | 60 |
Bars Traded | 11152 | 1619 | 9533 | 11152 | 1619 | 9533 |
Profit Streak | 549.9687 | 558.9687 | 0 | 549.9687 | 558.9687 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330380 | 512203 | -581444 | -579610 | -72084 | -583111 |
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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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