Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57130.9049 | 224537.4484 | -167406.5436 | -266679.3331 | -111356.4222 | -155322.9109 |
Total P&L (%) | 57.1309 | 224.5374 | -167.4065 | -266.6793 | -111.3564 | -155.3229 |
Avg Daily Profit (%) | 0.0462 | 0.1818 | -0.1355 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -350403 | -58810 | -335762 | -356072 | -170634 | -285795 |
Profit Factor | 1.0503 | 1.6136 | 0.7824 | 0.7615 | 0.7508 | 0.7686 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 141 | 64 | 77 | 88 | 53 | 35 |
Losing Trades | 91 | 52 | 39 | 144 | 63 | 81 |
Profitability (%) | 60.7759 | 55.1724 | 66.3793 | 37.931 | 45.6897 | 30.1724 |
Ratio Avg Win / Avg Loss | 0.6779 | 1.3111 | 0.3963 | 1.2461 | 0.8925 | 1.7788 |
Largest Winning Trade | 56186 | 56186 | 25287 | 178047 | 44762 | 178047 |
Largest Losing Trade | -266705 | -30761 | -266705 | -176295 | -53703 | -176295 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 12 | 13 | 12 | 18 | 13 | 26 |
Avg Bars in Losers | 20 | 14 | 27 | 13 | 13 | 13 |
Bars Traded | 3592 | 1596 | 1996 | 3592 | 1596 | 1996 |
Profit Streak | 0 | 0 | 63.6994 | 3.6994 | 13.366 | 0 |
Trades During Streak | 0 | 0 | 6 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -295941 | 364000 | -577069 | -582811 | -581343 | -585679 |
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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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