Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264252.2099 | 324252.8705 | -60000.6606 | -165246.4282 | 474430.7127 | -639677.141 |
Total P&L (%) | 264.2522 | 324.2529 | -60.0007 | -165.2464 | 474.4307 | -639.6771 |
Avg Daily Profit (%) | 0.1268 | 0.1556 | -0.0288 | 0 | 0.0839 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -270426 | -135262 | -183522 | -1089296 | -301129 | -997074 |
Profit Factor | 1.3851 | 2.2103 | 0.8566 | 0.9103 | 2.0119 | 0.5346 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 19 | 19 | 47 | 25 | 22 |
Losing Trades | 52 | 26 | 26 | 43 | 20 | 23 |
Profitability (%) | 42.2222 | 42.2222 | 42.2222 | 52.2222 | 55.5556 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.8954 | 3.0246 | 1.1721 | 0.8329 | 1.6095 | 0.5589 |
Largest Winning Trade | 219912 | 219912 | 50181 | 407326 | 407326 | 276689 |
Largest Losing Trade | -130124 | -43017 | -130124 | -901558 | -169588 | -901558 |
Avg Bars in Trades | 269 | 274 | 264 | 269 | 274 | 264 |
Avg Bars in Winners | 392 | 426 | 358 | 254 | 273 | 232 |
Avg Bars in Losers | 179 | 163 | 196 | 286 | 276 | 295 |
Bars Traded | 24272 | 12369 | 11903 | 24272 | 12369 | 11903 |
Profit Streak | 46.7327 | 46.9827 | 0 | 0 | 0 | 48.4827 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24196 | 325740 | -582070 | -580249 | -76265 | -580582 |
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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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