Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400234.4935 | 401747.0591 | -1512.5656 | -58680.4383 | 645735.9493 | -704416.3876 |
Total P&L (%) | 400.2345 | 401.7471 | -1.5126 | -58.6804 | 645.7359 | -704.4164 |
Avg Daily Profit (%) | 0.21 | 0.2108 | -0.0008 | -0.0464 | 0.1055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125317 | -95603 | -111887 | -735689 | -324488 | -753339 |
Profit Factor | 1.4595 | 1.9652 | 0.9967 | 0.9782 | 1.6367 | 0.5807 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 46.1538 | 41.5385 | 50.7692 | 46.1538 | 41.5385 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.7028 | 2.7659 | 0.9665 | 1.1413 | 2.3036 | 0.5631 |
Largest Winning Trade | 309184 | 309184 | 52718 | 587116 | 587116 | 166029 |
Largest Losing Trade | -80545 | -29885 | -80545 | -346535 | -86976 | -346535 |
Avg Bars in Trades | 173 | 170 | 176 | 173 | 170 | 176 |
Avg Bars in Winners | 243 | 256 | 232 | 243 | 256 | 232 |
Avg Bars in Losers | 112 | 108 | 117 | 112 | 108 | 117 |
Bars Traded | 22502 | 11061 | 11441 | 22502 | 11061 | 11441 |
Profit Streak | 0 | 0 | 44.5544 | 0 | 0 | 44.5544 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314108 | -123802 | -711803 | -580262 | -183912 | -711803 |
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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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