Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618735.9702 | 689504.7938 | -70768.8236 | -10556.4495 | 109874.9671 | -120431.4167 |
Total P&L (%) | 618.736 | 689.5048 | -70.7688 | -10.5565 | 109.875 | -120.4314 |
Avg Daily Profit (%) | 0.2662 | 0.2966 | -0.0304 | -0.0048 | 0.0319 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178793 | -47185 | -348688 | -129414 | -55392 | -202750 |
Profit Factor | 1.6613 | 4.0461 | 0.9002 | 0.9841 | 1.5849 | 0.7476 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 41.4414 | 41.0714 | 41.8182 | 41.4414 | 41.0714 | 41.8182 |
Ratio Avg Win / Avg Loss | 2.3474 | 5.8052 | 1.2525 | 1.3906 | 2.274 | 1.0402 |
Largest Winning Trade | 368164 | 368164 | 85727 | 67083 | 67083 | 48866 |
Largest Losing Trade | -51334 | -15883 | -51334 | -55709 | -25343 | -55709 |
Avg Bars in Trades | 118 | 48 | 189 | 118 | 48 | 189 |
Avg Bars in Winners | 205 | 71 | 339 | 205 | 71 | 339 |
Avg Bars in Losers | 56 | 32 | 81 | 56 | 32 | 81 |
Bars Traded | 13136 | 2715 | 10421 | 13136 | 2715 | 10421 |
Profit Streak | 0 | 0 | 27.1771 | 0 | 0 | 27.1771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313803 | -167568 | -761807 | -582144 | -330864 | -761807 |
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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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