Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366100.7992 | 322119.1402 | 43981.6591 | -84365.4116 | -56283.7399 | -28081.6717 |
Total P&L (%) | 366.1008 | 322.1191 | 43.9817 | -84.3654 | -56.2837 | -28.0817 |
Avg Daily Profit (%) | 0.1661 | 0.1462 | 0.02 | -0.0842 | -0.0375 | -0.015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165542 | -84254 | -122376 | -2024550 | -1108264 | -1344981 |
Profit Factor | 1.515 | 2.053 | 1.1086 | 0.9847 | 0.9776 | 0.9907 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 55.6522 | 55.1724 | 56.1404 | 55.6522 | 55.1724 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.2072 | 1.6681 | 0.8661 | 0.7847 | 0.7943 | 0.774 |
Largest Winning Trade | 117781 | 117781 | 56736 | 459832 | 459832 | 450450 |
Largest Losing Trade | -98117 | -52771 | -98117 | -890479 | -428689 | -890479 |
Avg Bars in Trades | 54 | 40 | 69 | 54 | 40 | 69 |
Avg Bars in Winners | 62 | 50 | 74 | 62 | 50 | 74 |
Avg Bars in Losers | 45 | 28 | 62 | 45 | 28 | 62 |
Bars Traded | 6302 | 2343 | 3959 | 6302 | 2343 | 3959 |
Profit Streak | 59.7581 | 122.7581 | 0 | 59.7581 | 122.7581 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371787 | -172824 | -450072 | -579179 | -759597 | -760037 |
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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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