Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228067.973 | 219325.7894 | 8742.1836 | 18976.1176 | 20722.561 | -1746.4435 |
Total P&L (%) | 228.068 | 219.3258 | 8.7422 | 18.9761 | 20.7226 | -1.7464 |
Avg Daily Profit (%) | 0.2189 | 0.2106 | 0.0084 | 0.0167 | 0.0181 | -0.0017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111853 | -105276 | -12489 | -308676 | -308538 | -38396 |
Profit Factor | 1.6667 | 1.7754 | 1.1475 | 1.024 | 1.0318 | 0.9876 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 46.9565 | 40.3509 | 53.4483 | 46.9565 | 40.3509 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.8827 | 2.6245 | 0.9995 | 1.1567 | 1.5253 | 0.8601 |
Largest Winning Trade | 271110 | 271110 | 6054 | 216705 | 216705 | 20005 |
Largest Losing Trade | -30608 | -30608 | -10536 | -124838 | -124838 | -33730 |
Avg Bars in Trades | 215 | 422 | 11 | 215 | 422 | 11 |
Avg Bars in Winners | 263 | 605 | 10 | 263 | 605 | 10 |
Avg Bars in Losers | 172 | 298 | 12 | 172 | 298 | 12 |
Bars Traded | 24749 | 24087 | 662 | 24749 | 24087 | 662 |
Profit Streak | 2.7831 | 0 | 3.9914 | 2.7831 | 0 | 3.9914 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313558 | -172729 | -586407 | -374512 | -543307 | -759875 |
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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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