Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456646.9145 | 468422.7687 | -11775.8542 | -127320.8357 | 660807.0112 | -788127.8469 |
Total P&L (%) | 456.6469 | 468.4228 | -11.7759 | -127.3208 | 660.807 | -788.1278 |
Avg Daily Profit (%) | 0.2311 | 0.2371 | -0.006 | 0 | 0.1027 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184479 | -150635 | -271340 | -887793 | -231215 | -865208 |
Profit Factor | 1.4577 | 1.9164 | 0.9758 | 0.9322 | 2.1111 | 0.3859 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 53 | 26 | 27 | 53 | 34 | 19 |
Losing Trades | 62 | 31 | 31 | 62 | 23 | 39 |
Profitability (%) | 46.087 | 45.614 | 46.5517 | 46.087 | 59.6491 | 32.7586 |
Ratio Avg Win / Avg Loss | 1.7052 | 2.285 | 1.1204 | 1.0905 | 1.4281 | 0.7921 |
Largest Winning Trade | 176675 | 176675 | 53666 | 324667 | 324667 | 121738 |
Largest Losing Trade | -114773 | -75110 | -114773 | -414875 | -119476 | -414875 |
Avg Bars in Trades | 100 | 120 | 81 | 100 | 120 | 81 |
Avg Bars in Winners | 117 | 129 | 106 | 113 | 112 | 115 |
Avg Bars in Losers | 86 | 113 | 59 | 89 | 132 | 64 |
Bars Traded | 11578 | 6869 | 4709 | 11578 | 6869 | 4709 |
Profit Streak | 490.6903 | 0 | 651.3569 | 0 | 565.3569 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338884 | -170184 | -759175 | -580327 | -230712 | -767816 |
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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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