Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415537.7757 | 425949.0203 | -10411.2445 | -12726.2869 | 101234.2478 | -113960.5347 |
Total P&L (%) | 415.5378 | 425.949 | -10.4112 | -12.7263 | 101.2342 | -113.9605 |
Avg Daily Profit (%) | 0.2153 | 0.2207 | -0.0054 | -0.0071 | 0.0362 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224905 | -172587 | -80186 | -1356472 | -1125190 | -355999 |
Profit Factor | 1.5609 | 1.8187 | 0.9528 | 0.9951 | 1.052 | 0.8261 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 45.614 | 40.3509 | 50.8772 | 45.614 | 40.3509 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.861 | 2.6885 | 0.92 | 1.1865 | 1.5552 | 0.7976 |
Largest Winning Trade | 273904 | 273904 | 19283 | 890148 | 890148 | 217069 |
Largest Losing Trade | -53805 | -53805 | -39681 | -428367 | -428367 | -145937 |
Avg Bars in Trades | 200 | 365 | 36 | 200 | 365 | 36 |
Avg Bars in Winners | 250 | 516 | 40 | 250 | 516 | 40 |
Avg Bars in Losers | 158 | 262 | 31 | 158 | 262 | 31 |
Bars Traded | 22869 | 20814 | 2055 | 22869 | 20814 | 2055 |
Profit Streak | 0 | 113.6386 | 0 | 0 | 113.6386 | 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 | 328983 | -171206 | -760719 | -580514 | -489109 | -760719 |
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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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