Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347671.3479 | 276294.4201 | 71376.9278 | -31588.6597 | 496372.9265 | -527961.5862 |
Total P&L (%) | 347.6713 | 276.2944 | 71.3769 | -31.5887 | 496.3729 | -527.9616 |
Avg Daily Profit (%) | 0.1982 | 0.1575 | 0.0407 | -0.0216 | 0.1019 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163614 | -120992 | -164908 | -1245002 | -450538 | -1511667 |
Profit Factor | 1.3996 | 1.7393 | 1.1438 | 0.9922 | 1.3292 | 0.7933 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 50.8772 | 43.8596 | 57.8947 | 50.8772 | 43.8596 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.3513 | 2.2263 | 0.8318 | 0.958 | 1.7014 | 0.577 |
Largest Winning Trade | 157908 | 157908 | 61228 | 513257 | 513257 | 221525 |
Largest Losing Trade | -71833 | -30521 | -71833 | -846580 | -172068 | -846580 |
Avg Bars in Trades | 181 | 144 | 218 | 181 | 144 | 218 |
Avg Bars in Winners | 176 | 131 | 210 | 176 | 131 | 210 |
Avg Bars in Losers | 187 | 155 | 229 | 187 | 155 | 229 |
Bars Traded | 20722 | 8264 | 12458 | 20722 | 8264 | 12458 |
Profit Streak | 0 | 0 | 50.5303 | 0 | 0 | 50.5303 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313730 | -171888 | -381041 | -580361 | -238064 | -759245 |
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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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