Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263012.1203 | 244084.6043 | 18927.516 | -47407.6306 | 113318.2704 | -160725.901 |
Total P&L (%) | 263.0121 | 244.0846 | 18.9275 | -47.4076 | 113.3183 | -160.7259 |
Avg Daily Profit (%) | 0.165 | 0.1531 | 0.0119 | -0.0403 | 0.0475 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115390 | -119796 | -49871 | -546842 | -414759 | -236483 |
Profit Factor | 1.5002 | 1.6029 | 1.1565 | 0.9528 | 1.1628 | 0.4771 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 51.2195 | 53.6585 | 48.7805 | 51.2195 | 53.6585 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.4288 | 1.3843 | 1.2143 | 0.9074 | 1.0042 | 0.501 |
Largest Winning Trade | 110005 | 110005 | 21189 | 193158 | 193158 | 25207 |
Largest Losing Trade | -84149 | -84149 | -28623 | -353560 | -353560 | -165562 |
Avg Bars in Trades | 113 | 215 | 11 | 113 | 215 | 11 |
Avg Bars in Winners | 61 | 104 | 15 | 61 | 104 | 15 |
Avg Bars in Losers | 167 | 345 | 7 | 167 | 345 | 7 |
Bars Traded | 9316 | 8855 | 461 | 9316 | 8855 | 461 |
Profit Streak | 21.979 | 0 | 76.6457 | 21.979 | 0 | 76.6457 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 20116 | 347510 | -232576 | -588848 | -170409 | -580380 |
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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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