Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461209.7136 | 316155.3645 | 145054.3491 | 222459.8748 | -83318.2242 | 305778.099 |
Total P&L (%) | 461.2097 | 316.1554 | 145.0543 | 222.4599 | -83.3182 | 305.7781 |
Avg Daily Profit (%) | 0.2637 | 0.1808 | 0.0829 | 0.067 | -0.1023 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142069 | -134393 | -76429 | -427155 | -438160 | -220422 |
Profit Factor | 1.6169 | 1.7135 | 1.4764 | 1.1129 | 0.93 | 1.392 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 42.9752 | 34.4262 | 51.6667 | 42.9752 | 34.4262 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.1455 | 3.2638 | 1.3811 | 1.4768 | 1.7714 | 1.3022 |
Largest Winning Trade | 198145 | 198145 | 49771 | 198145 | 198145 | 176880 |
Largest Losing Trade | -29699 | -25414 | -29699 | -135271 | -135271 | -125375 |
Avg Bars in Trades | 169 | 148 | 190 | 169 | 148 | 190 |
Avg Bars in Winners | 243 | 237 | 247 | 243 | 237 | 247 |
Avg Bars in Losers | 113 | 102 | 129 | 113 | 102 | 129 |
Bars Traded | 20492 | 9074 | 11418 | 20492 | 9074 | 11418 |
Profit Streak | 0 | 0 | 21.444 | 0 | 0 | 21.444 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317364 | -157310 | -249476 | -202225 | -746014 | -253755 |
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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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