Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619050.3635 | 633964.2477 | -14913.8843 | -102189.695 | 38314.3639 | -140504.0588 |
Total P&L (%) | 619.0504 | 633.9642 | -14.9139 | -102.1897 | 38.3144 | -140.5041 |
Avg Daily Profit (%) | 0.3207 | 0.3284 | -0.0077 | 0 | 0.0168 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178448 | -128319 | -170083 | -187952 | -23777 | -167214 |
Profit Factor | 1.7077 | 2.652 | 0.9696 | 0.5546 | 2.2254 | 0.2909 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 47 | 16 | 31 | 66 | 41 | 25 |
Losing Trades | 69 | 42 | 27 | 50 | 17 | 33 |
Profitability (%) | 40.5172 | 27.5862 | 53.4483 | 56.8966 | 70.6897 | 43.1034 |
Ratio Avg Win / Avg Loss | 2.5071 | 6.9615 | 0.8445 | 0.4201 | 0.9227 | 0.384 |
Largest Winning Trade | 629686 | 629686 | 39417 | 46364 | 46364 | 36634 |
Largest Losing Trade | -101002 | -44390 | -101002 | -126826 | -13480 | -126826 |
Avg Bars in Trades | 96 | 86 | 107 | 96 | 86 | 107 |
Avg Bars in Winners | 140 | 158 | 132 | 69 | 64 | 78 |
Avg Bars in Losers | 67 | 59 | 78 | 133 | 140 | 129 |
Bars Traded | 11249 | 5025 | 6224 | 11249 | 5025 | 6224 |
Profit Streak | 0 | 0 | 0 | 78.5705 | 258.5705 | 78.5705 |
Trades During Streak | 0 | 0 | 0 | 9 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321329 | -184555 | -760386 | -577953 | -347222 | -762098 |
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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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