Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185890.4374 | 186291.2006 | -400.7632 | 40829.989 | 201412.5115 | -160582.5225 |
Total P&L (%) | 185.8904 | 186.2912 | -0.4008 | 40.83 | 201.4125 | -160.5825 |
Avg Daily Profit (%) | 0.1735 | 0.1738 | -0.0004 | 0.032 | 0.103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153453 | -28868 | -134194 | -552179 | -78485 | -496698 |
Profit Factor | 1.6318 | 3.8473 | 0.9982 | 1.048 | 2.086 | 0.7583 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 35.8025 | 34.1463 | 37.5 | 35.8025 | 34.1463 | 37.5 |
Ratio Avg Win / Avg Loss | 2.926 | 7.4199 | 1.6637 | 1.8792 | 4.023 | 1.2639 |
Largest Winning Trade | 200588 | 200588 | 59177 | 200588 | 200588 | 186653 |
Largest Losing Trade | -26987 | -8910 | -26987 | -86608 | -36402 | -86608 |
Avg Bars in Trades | 136 | 21 | 254 | 136 | 21 | 254 |
Avg Bars in Winners | 276 | 45 | 493 | 276 | 45 | 493 |
Avg Bars in Losers | 58 | 9 | 110 | 58 | 9 | 110 |
Bars Traded | 11054 | 886 | 10168 | 11054 | 886 | 10168 |
Profit Streak | 0 | 0 | 136.1705 | 0 | 0 | 136.1705 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11314 | 305831 | -582263 | -340723 | -57351 | -583374 |
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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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