Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297507.3567 | 312187.6357 | -14680.2789 | 9762.433 | 190117.6147 | -180355.1817 |
Total P&L (%) | 297.5074 | 312.1876 | -14.6803 | 9.7624 | 190.1176 | -180.3552 |
Avg Daily Profit (%) | 0.1581 | 0.1659 | -0.0078 | 0.0049 | 0.0566 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119735 | -113459 | -47711 | -590547 | -429013 | -200454 |
Profit Factor | 1.544 | 1.7193 | 0.87 | 1.0075 | 1.1956 | 0.4587 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Losing Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Profitability (%) | 65.2174 | 75.4386 | 55.1724 | 65.2174 | 75.4386 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.8234 | 0.5598 | 0.7069 | 0.5373 | 0.3893 | 0.3727 |
Largest Winning Trade | 71521 | 71521 | 11146 | 154489 | 154489 | 26937 |
Largest Losing Trade | -81491 | -81491 | -17323 | -315357 | -315357 | -86912 |
Avg Bars in Trades | 89 | 176 | 3 | 89 | 176 | 3 |
Avg Bars in Winners | 38 | 66 | 1 | 38 | 66 | 1 |
Avg Bars in Losers | 183 | 514 | 5 | 183 | 514 | 5 |
Bars Traded | 10262 | 10069 | 193 | 10262 | 10069 | 193 |
Profit Streak | 0 | 91.3298 | 0 | 0 | 91.3298 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340155 | -167587 | -759885 | -563674 | -299802 | -759885 |
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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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