Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330740.4657 | 356690.2832 | -25949.8175 | -33916.7337 | 135222.982 | -169139.7157 |
Total P&L (%) | 330.7405 | 356.6903 | -25.9498 | -33.9167 | 135.223 | -169.1397 |
Avg Daily Profit (%) | 0.1588 | 0.1713 | -0.0125 | -0.0199 | 0.0411 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178563 | -163432 | -41795 | -601287 | -505411 | -205634 |
Profit Factor | 1.5917 | 1.7745 | 0.7364 | 0.9754 | 1.1238 | 0.4083 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Profitability (%) | 51.2 | 56.4516 | 46.0317 | 51.2 | 56.4516 | 46.0317 |
Ratio Avg Win / Avg Loss | 1.5171 | 1.3689 | 0.8634 | 0.9297 | 0.867 | 0.4787 |
Largest Winning Trade | 349826 | 349826 | 8787 | 510539 | 510539 | 26528 |
Largest Losing Trade | -50535 | -50535 | -26389 | -290491 | -290491 | -173242 |
Avg Bars in Trades | 190 | 380 | 4 | 190 | 380 | 4 |
Avg Bars in Winners | 135 | 244 | 3 | 135 | 244 | 3 |
Avg Bars in Losers | 249 | 556 | 4 | 249 | 556 | 4 |
Bars Traded | 23852 | 23576 | 276 | 23852 | 23576 | 276 |
Profit Streak | 0 | 58.6915 | 0 | 0 | 58.6915 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386407 | -143153 | -728723 | -580290 | -376777 | -728723 |
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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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