Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439108.1629 | 485512.3336 | -46404.1707 | -487181.0255 | 464790.2301 | -951971.2556 |
Total P&L (%) | 439.1082 | 485.5123 | -46.4042 | -487.181 | 464.7902 | -951.9713 |
Avg Daily Profit (%) | 0.1903 | 0.2104 | -0.0201 | 0 | 0.075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148605 | -56009 | -321267 | -1331808 | -376225 | -1370518 |
Profit Factor | 1.5051 | 2.762 | 0.9219 | 0.8366 | 1.5011 | 0.5365 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 58 | 32 | 26 | 53 | 29 | 24 |
Losing Trades | 53 | 24 | 29 | 58 | 27 | 31 |
Profitability (%) | 52.2523 | 57.1429 | 47.2727 | 47.7477 | 51.7857 | 43.6364 |
Ratio Avg Win / Avg Loss | 1.3753 | 2.0715 | 1.0282 | 0.9155 | 1.3976 | 0.6929 |
Largest Winning Trade | 83718 | 72307 | 83718 | 249468 | 170028 | 249468 |
Largest Losing Trade | -134714 | -32097 | -134714 | -338965 | -193866 | -338965 |
Avg Bars in Trades | 72 | 34 | 111 | 72 | 34 | 111 |
Avg Bars in Winners | 104 | 44 | 177 | 49 | 32 | 70 |
Avg Bars in Losers | 37 | 20 | 51 | 93 | 36 | 142 |
Bars Traded | 8051 | 1935 | 6116 | 8051 | 1935 | 6116 |
Profit Streak | 0 | 0 | 134.2947 | 59.0447 | 140.0447 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340635 | -166148 | -759267 | -580798 | -269900 | -763308 |
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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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