Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312631.2329 | 314216.3456 | -1585.1127 | 34526.3271 | 623915.3789 | -589389.0518 |
Total P&L (%) | 312.6312 | 314.2163 | -1.5851 | 34.5263 | 623.9154 | -589.3891 |
Avg Daily Profit (%) | 0.2533 | 0.2546 | -0.0013 | 0.024 | 0.1605 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238454 | -154003 | -124885 | -1619852 | -972926 | -922370 |
Profit Factor | 1.5229 | 1.9001 | 0.9936 | 1.0092 | 1.2847 | 0.6216 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 45.1923 | 48.0769 | 42.3077 | 45.1923 | 48.0769 | 42.3077 |
Ratio Avg Win / Avg Loss | 1.8469 | 2.0521 | 1.3549 | 1.2239 | 1.3875 | 0.8477 |
Largest Winning Trade | 202026 | 202026 | 46480 | 971789 | 971789 | 130488 |
Largest Losing Trade | -31755 | -31755 | -26440 | -303989 | -303989 | -221955 |
Avg Bars in Trades | 138 | 214 | 61 | 138 | 214 | 61 |
Avg Bars in Winners | 170 | 249 | 81 | 170 | 249 | 81 |
Avg Bars in Losers | 111 | 182 | 46 | 111 | 182 | 46 |
Bars Traded | 14354 | 11165 | 3189 | 14354 | 11165 | 3189 |
Profit Streak | 0 | 93.766 | 0 | 0 | 93.766 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325459 | -168549 | -762158 | -375460 | -172553 | -763824 |
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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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