Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322565.8052 | 342188.1451 | -19622.3399 | -36082.1649 | 138388.1564 | -174470.3213 |
Total P&L (%) | 322.5658 | 342.1881 | -19.6223 | -36.0822 | 138.3882 | -174.4703 |
Avg Daily Profit (%) | 0.1821 | 0.1932 | -0.0111 | -0.0253 | 0.0491 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134926 | -78288 | -122191 | -209496 | -56392 | -164199 |
Profit Factor | 1.4356 | 2.0382 | 0.9522 | 0.934 | 1.6482 | 0.4765 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 50 | 48.2143 | 51.7857 | 50 | 48.2143 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.4356 | 2.1892 | 0.8866 | 0.934 | 1.7703 | 0.4436 |
Largest Winning Trade | 186923 | 186923 | 76449 | 146793 | 146793 | 32265 |
Largest Losing Trade | -62418 | -33969 | -62418 | -73851 | -51454 | -73851 |
Avg Bars in Trades | 30 | 22 | 38 | 30 | 22 | 38 |
Avg Bars in Winners | 43 | 28 | 57 | 43 | 28 | 57 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 3417 | 1235 | 2182 | 3417 | 1235 | 2182 |
Profit Streak | 15.2154 | 56.7154 | 15.2154 | 15.2154 | 56.7154 | 15.2154 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351024 | -167574 | -760017 | -579408 | -303276 | -760017 |
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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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