Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415680.2087 | 454481.5345 | -38801.3259 | -73275.0259 | 261706.015 | -334981.0409 |
Total P&L (%) | 415.6802 | 454.4815 | -38.8013 | -73.275 | 261.706 | -334.981 |
Avg Daily Profit (%) | 0.2235 | 0.2444 | -0.0209 | -0.0709 | 0.0692 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278776 | -163943 | -130305 | -960546 | -567477 | -487412 |
Profit Factor | 1.4585 | 2.1375 | 0.9235 | 0.9759 | 1.1873 | 0.7964 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Profitability (%) | 45.4545 | 48.7805 | 42.1687 | 45.4545 | 48.7805 | 42.1687 |
Ratio Avg Win / Avg Loss | 1.7502 | 2.2444 | 1.2665 | 1.1711 | 1.2467 | 1.0923 |
Largest Winning Trade | 509757 | 509757 | 55019 | 472057 | 472057 | 141470 |
Largest Losing Trade | -61408 | -31139 | -61408 | -225285 | -168987 | -225285 |
Avg Bars in Trades | 43 | 31 | 56 | 43 | 31 | 56 |
Avg Bars in Winners | 65 | 37 | 97 | 65 | 37 | 97 |
Avg Bars in Losers | 25 | 25 | 26 | 25 | 25 | 26 |
Bars Traded | 7213 | 2543 | 4670 | 7213 | 2543 | 4670 |
Profit Streak | 3.6783 | 14.9283 | 3.6783 | 3.6783 | 14.9283 | 3.6783 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324803 | 277943 | -583006 | -580074 | -119419 | -583006 |
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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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