Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376558.0458 | 491477.8171 | -114919.7713 | -88177.7497 | -12378.0362 | -75799.7135 |
Total P&L (%) | 376.558 | 491.4778 | -114.9198 | -88.1778 | -12.378 | -75.7997 |
Avg Daily Profit (%) | 0.1601 | 0.209 | -0.0489 | -0.0907 | -0.0056 | -0.0603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171200 | -95766 | -217988 | -88983 | -26118 | -38636 |
Profit Factor | 1.4426 | 2.2993 | 0.7568 | 0.5595 | 0.8476 | 0.3628 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 48.6957 | 48.2759 | 49.1228 | 48.6957 | 48.2759 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.5199 | 2.4636 | 0.7838 | 0.5895 | 0.9082 | 0.3757 |
Largest Winning Trade | 491844 | 491844 | 72509 | 18037 | 18037 | 7296 |
Largest Losing Trade | -63736 | -51782 | -63736 | -58036 | -26118 | -58036 |
Avg Bars in Trades | 36 | 27 | 44 | 36 | 27 | 44 |
Avg Bars in Winners | 51 | 36 | 66 | 51 | 36 | 66 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 4157 | 1598 | 2559 | 4157 | 1598 | 2559 |
Profit Streak | 0 | 0 | 310.1921 | 0 | 0 | 310.1921 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329212 | -168372 | -759807 | -580979 | -761226 | -759807 |
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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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