Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417301.1662 | 428933.2297 | -11632.0634 | -63674.0384 | 176629.974 | -240304.0125 |
Total P&L (%) | 417.3012 | 428.9332 | -11.6321 | -63.674 | 176.63 | -240.304 |
Avg Daily Profit (%) | 0.2579 | 0.2651 | -0.0072 | -0.0626 | 0.0629 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217959 | -230143 | -53870 | -993310 | -945286 | -328923 |
Profit Factor | 1.5133 | 1.6921 | 0.9398 | 0.9752 | 1.0955 | 0.6667 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 50.4425 | 42.8571 | 57.8947 | 50.4425 | 42.8571 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.4867 | 2.2561 | 0.6835 | 0.9581 | 1.4606 | 0.4849 |
Largest Winning Trade | 244411 | 244411 | 14546 | 710301 | 710301 | 77075 |
Largest Losing Trade | -51131 | -51131 | -32254 | -499380 | -499380 | -247261 |
Avg Bars in Trades | 166 | 295 | 39 | 166 | 295 | 39 |
Avg Bars in Winners | 194 | 414 | 34 | 194 | 414 | 34 |
Avg Bars in Losers | 137 | 205 | 46 | 137 | 205 | 46 |
Bars Traded | 18779 | 16520 | 2259 | 18779 | 16520 | 2259 |
Profit Streak | 475.9988 | 0 | 493.6655 | 475.9988 | 0 | 493.6655 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376031 | -171449 | -759225 | -579835 | -407290 | -759225 |
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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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