Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505209.9901 | 400706.4374 | 104503.5527 | -319851.1653 | -202883.5896 | -116967.5757 |
Total P&L (%) | 505.21 | 400.7064 | 104.5036 | -319.8512 | -202.8836 | -116.9676 |
Avg Daily Profit (%) | 0.2666 | 0.2115 | 0.0552 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192137 | -32797 | -211948 | -360136 | -241012 | -179864 |
Profit Factor | 1.7358 | 3.4615 | 1.1995 | 0.6546 | 0.4795 | 0.7819 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 69 | 37 | 32 | 47 | 22 | 25 |
Losing Trades | 49 | 22 | 27 | 71 | 37 | 34 |
Profitability (%) | 58.4746 | 62.7119 | 54.2373 | 39.8305 | 37.2881 | 42.3729 |
Ratio Avg Win / Avg Loss | 1.2327 | 2.0582 | 1.0121 | 0.9888 | 0.8064 | 1.0633 |
Largest Winning Trade | 72194 | 72194 | 59584 | 112917 | 31773 | 112917 |
Largest Losing Trade | -120363 | -24249 | -120363 | -108512 | -45884 | -108512 |
Avg Bars in Trades | 91 | 49 | 133 | 91 | 49 | 133 |
Avg Bars in Winners | 79 | 50 | 113 | 98 | 48 | 141 |
Avg Bars in Losers | 107 | 47 | 156 | 86 | 49 | 126 |
Bars Traded | 10761 | 2903 | 7857 | 10761 | 2903 | 7857 |
Profit Streak | 0 | 0 | 0 | 14.6927 | 15.3593 | 14.6927 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439146 | -160692 | -296458 | -583346 | -762096 | -758168 |
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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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