Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286776.9435 | 325679.8729 | -38902.9294 | -68995.1009 | 67935.2652 | -136930.3661 |
Total P&L (%) | 286.7769 | 325.6799 | -38.9029 | -68.9951 | 67.9353 | -136.9304 |
Avg Daily Profit (%) | 0.1546 | 0.1756 | -0.021 | -0.0631 | 0.028 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237453 | -225112 | -63194 | -466597 | -439938 | -187839 |
Profit Factor | 1.3779 | 1.5292 | 0.7289 | 0.9337 | 1.0894 | 0.5112 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Losing Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Profitability (%) | 51.3043 | 56.1404 | 46.5517 | 51.3043 | 56.1404 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.3078 | 1.1947 | 0.8369 | 0.8862 | 0.8511 | 0.587 |
Largest Winning Trade | 185353 | 185353 | 21541 | 201153 | 201153 | 84450 |
Largest Losing Trade | -65913 | -65913 | -25624 | -314071 | -314071 | -104499 |
Avg Bars in Trades | 93 | 184 | 3 | 93 | 184 | 3 |
Avg Bars in Winners | 59 | 106 | 3 | 59 | 106 | 3 |
Avg Bars in Losers | 129 | 284 | 3 | 129 | 284 | 3 |
Bars Traded | 10748 | 10528 | 220 | 10748 | 10528 | 220 |
Profit Streak | 15.6214 | 0 | 45.6214 | 15.6214 | 0 | 45.6214 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318544 | -170362 | -760908 | -579722 | -458808 | -760908 |
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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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