Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457089.9682 | 390995.1237 | 66094.8445 | 155480.0074 | -381316.6719 | 536796.6793 |
Total P&L (%) | 457.09 | 390.9951 | 66.0948 | 155.48 | -381.3167 | 536.7967 |
Avg Daily Profit (%) | 0.2857 | 0.2444 | 0.0413 | 0.0587 | 0 | 0.1158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106003 | -112076 | -57217 | -877854 | -1160912 | -107827 |
Profit Factor | 1.7513 | 1.8171 | 1.5091 | 1.0475 | 0.8682 | 2.4075 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 56.3025 | 45.7627 | 66.6667 | 56.3025 | 45.7627 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.3593 | 2.1536 | 0.7545 | 0.813 | 1.029 | 1.2038 |
Largest Winning Trade | 121172 | 121172 | 20386 | 343722 | 343722 | 76043 |
Largest Losing Trade | -80019 | -80019 | -21878 | -588395 | -588395 | -89678 |
Avg Bars in Trades | 151 | 293 | 12 | 151 | 293 | 12 |
Avg Bars in Winners | 69 | 153 | 12 | 69 | 153 | 12 |
Avg Bars in Losers | 257 | 411 | 12 | 257 | 411 | 12 |
Bars Traded | 18053 | 17301 | 752 | 18053 | 17301 | 752 |
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 | 421056 | -166880 | -305023 | -283441 | -757439 | -201261 |
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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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