Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322105.6361 | 190986.7554 | 131118.8807 | -203101.2503 | -159407.456 | -43693.7943 |
Total P&L (%) | 322.1056 | 190.9868 | 131.1189 | -203.1013 | -159.4075 | -43.6938 |
Avg Daily Profit (%) | 0.1692 | 0.1004 | 0.0689 | 0 | 0 | -0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195299 | -76146 | -153418 | -1350616 | -763291 | -694338 |
Profit Factor | 1.4552 | 1.7148 | 1.2977 | 0.9075 | 0.8585 | 0.9592 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 72 | 38 | 34 | 47 | 23 | 24 |
Losing Trades | 47 | 22 | 25 | 72 | 37 | 35 |
Profitability (%) | 60.5042 | 63.3333 | 57.6271 | 39.4958 | 38.3333 | 40.678 |
Ratio Avg Win / Avg Loss | 0.9499 | 0.9928 | 0.9542 | 1.3903 | 1.3811 | 1.3988 |
Largest Winning Trade | 109482 | 109482 | 51801 | 507644 | 484733 | 507644 |
Largest Losing Trade | -127462 | -39382 | -127462 | -547891 | -547891 | -205633 |
Avg Bars in Trades | 92 | 36 | 149 | 92 | 36 | 149 |
Avg Bars in Winners | 80 | 24 | 142 | 113 | 58 | 165 |
Avg Bars in Losers | 112 | 57 | 160 | 79 | 22 | 139 |
Bars Traded | 11045 | 2196 | 8849 | 11045 | 2196 | 8849 |
Profit Streak | 0 | 0 | 0 | 15.526 | 15.526 | 95.8593 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302452 | -225983 | -278234 | -581809 | -752524 | -758735 |
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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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