Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357763.0404 | 391526.0447 | -33763.0043 | -71153.9313 | -40456.1838 | -30697.7475 |
Total P&L (%) | 357.763 | 391.526 | -33.763 | -71.1539 | -40.4562 | -30.6977 |
Avg Daily Profit (%) | 0.181 | 0.1981 | -0.0171 | -0.0629 | -0.0262 | -0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174450 | -156541 | -127139 | -338441 | -314920 | -85969 |
Profit Factor | 1.4898 | 1.7955 | 0.8583 | 0.9166 | 0.9414 | 0.8115 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Losing Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Profitability (%) | 61.4679 | 68.5185 | 54.5455 | 61.4679 | 68.5185 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.9339 | 0.825 | 0.7153 | 0.5746 | 0.4325 | 0.6762 |
Largest Winning Trade | 96895 | 96895 | 28516 | 171810 | 171810 | 36675 |
Largest Losing Trade | -91044 | -91044 | -72161 | -300774 | -300774 | -54675 |
Avg Bars in Trades | 68 | 121 | 17 | 68 | 121 | 17 |
Avg Bars in Winners | 41 | 58 | 20 | 41 | 58 | 20 |
Avg Bars in Losers | 112 | 257 | 13 | 112 | 257 | 13 |
Bars Traded | 7478 | 6535 | 944 | 7478 | 6535 | 944 |
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 | 317220 | -169422 | -759966 | -579001 | -758432 | -759966 |
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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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