Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264731.1537 | 299302.984 | -34571.8303 | -87398.1599 | 608118.7618 | -695516.9217 |
Total P&L (%) | 264.7312 | 299.303 | -34.5718 | -87.3982 | 608.1188 | -695.5169 |
Avg Daily Profit (%) | 0.1636 | 0.185 | -0.0214 | -0.1279 | 0.1211 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226933 | -136806 | -225426 | -971684 | -141799 | -886243 |
Profit Factor | 1.323 | 1.7526 | 0.918 | 0.9409 | 2.5753 | 0.3631 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 |
Ratio Avg Win / Avg Loss | 1.7011 | 2.2534 | 1.1803 | 1.2097 | 3.311 | 0.4669 |
Largest Winning Trade | 190568 | 190568 | 59860 | 412322 | 412322 | 109503 |
Largest Losing Trade | -85437 | -44876 | -85437 | -268756 | -107041 | -268756 |
Avg Bars in Trades | 195 | 168 | 222 | 195 | 168 | 222 |
Avg Bars in Winners | 245 | 193 | 296 | 245 | 193 | 296 |
Avg Bars in Losers | 156 | 148 | 165 | 156 | 148 | 165 |
Bars Traded | 18759 | 8070 | 10689 | 18759 | 8070 | 10689 |
Profit Streak | 0 | 0 | 555.826 | 0 | 0 | 555.826 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 232963 | 305053 | -580869 | -581286 | -28418 | -582536 |
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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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