Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568208.4701 | 587414.6328 | -19206.1627 | -76008.9711 | -139674.3859 | 63665.4148 |
Total P&L (%) | 568.2085 | 587.4146 | -19.2062 | -76.009 | -139.6744 | 63.6654 |
Avg Daily Profit (%) | 0.3044 | 0.3147 | -0.0103 | -0.0765 | 0 | 0.0264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190084 | -156707 | -108239 | -279585 | -327586 | -57491 |
Profit Factor | 1.4889 | 1.6446 | 0.9235 | 0.9438 | 0.8757 | 1.2791 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 131 | 71 | 60 | 131 | 71 | 60 |
Profitability (%) | 44.2553 | 39.3162 | 49.1525 | 44.2553 | 39.3162 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.8755 | 2.5384 | 0.9553 | 1.1888 | 1.3516 | 1.3232 |
Largest Winning Trade | 430214 | 430214 | 15236 | 141294 | 141294 | 27548 |
Largest Losing Trade | -76389 | -76389 | -19919 | -113993 | -113993 | -14514 |
Avg Bars in Trades | 46 | 87 | 6 | 46 | 87 | 6 |
Avg Bars in Winners | 59 | 126 | 6 | 59 | 126 | 6 |
Avg Bars in Losers | 36 | 62 | 7 | 36 | 62 | 7 |
Bars Traded | 11025 | 10234 | 791 | 11025 | 10234 | 791 |
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 | 369914 | 278445 | -581070 | -580115 | -583509 | -158367 |
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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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