Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236079.2288 | -8337.6046 | 244416.8333 | -309517.2549 | 345486.2904 | -655003.5453 |
Total P&L (%) | 236.0792 | -8.3376 | 244.4168 | -309.5173 | 345.4863 | -655.0035 |
Avg Daily Profit (%) | 0.1544 | -0.0055 | 0.1599 | 0 | 0.0978 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160757 | -83537 | -136744 | -1461781 | -89004 | -1479452 |
Profit Factor | 1.4859 | 0.9637 | 1.9535 | 0.8511 | 1.9547 | 0.6184 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 68 | 27 | 41 | 65 | 36 | 29 |
Losing Trades | 51 | 33 | 18 | 54 | 24 | 30 |
Profitability (%) | 57.1429 | 45 | 69.4915 | 54.6218 | 60 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.1144 | 1.1778 | 0.8576 | 0.707 | 1.3031 | 0.6397 |
Largest Winning Trade | 54537 | 54537 | 39632 | 209038 | 155875 | 209038 |
Largest Losing Trade | -115164 | -24874 | -115164 | -1260640 | -41677 | -1260640 |
Avg Bars in Trades | 43 | 14 | 73 | 43 | 14 | 73 |
Avg Bars in Winners | 42 | 9 | 64 | 39 | 15 | 70 |
Avg Bars in Losers | 44 | 17 | 93 | 48 | 13 | 76 |
Bars Traded | 5198 | 856 | 4342 | 5198 | 856 | 4342 |
Profit Streak | 0 | 0 | 0 | 95.5214 | 95.5214 | 99.2714 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348954 | -749958 | -165943 | -578904 | -226907 | -757227 |
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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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