Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505575.5658 | 507993.9726 | -2418.4068 | -55053.1058 | 205129.7564 | -260182.8622 |
Total P&L (%) | 505.5756 | 507.994 | -2.4184 | -55.0531 | 205.1298 | -260.1829 |
Avg Daily Profit (%) | 0.2147 | 0.2157 | -0.001 | -0.0339 | 0.0474 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159298 | -171371 | -58791 | -802123 | -823427 | -368521 |
Profit Factor | 1.7162 | 1.929 | 0.9848 | 0.9717 | 1.1465 | 0.5222 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 47.0588 | 45.2381 | 48.8372 | 47.0588 | 45.2381 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.9307 | 2.3351 | 1.0317 | 1.0931 | 1.3879 | 0.547 |
Largest Winning Trade | 370850 | 370850 | 21113 | 641309 | 641309 | 56878 |
Largest Losing Trade | -68062 | -68062 | -35743 | -291037 | -282361 | -291037 |
Avg Bars in Trades | 158 | 296 | 24 | 158 | 296 | 24 |
Avg Bars in Winners | 140 | 267 | 25 | 140 | 267 | 25 |
Avg Bars in Losers | 175 | 321 | 23 | 175 | 321 | 23 |
Bars Traded | 13512 | 12471 | 1041 | 13512 | 12471 | 1041 |
Profit Streak | 0 | 60.3719 | 0 | 0 | 60.3719 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377962 | 381117 | -579234 | -580027 | -190225 | -580901 |
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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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