Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344519.5952 | 339073.8647 | 5445.7305 | -45213.9293 | 46498.9959 | -91712.9251 |
Total P&L (%) | 344.5196 | 339.0739 | 5.4457 | -45.2139 | 46.499 | -91.7129 |
Avg Daily Profit (%) | 0.1841 | 0.1812 | 0.0029 | -0.0322 | 0.0204 | -0.133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202659 | -128383 | -158596 | -112635 | -38050 | -94069 |
Profit Factor | 1.3364 | 1.7371 | 1.0097 | 0.8554 | 1.4173 | 0.5441 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 49.5727 | 48.2759 | 50.8475 | 49.5727 | 48.2759 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.3594 | 1.8612 | 0.976 | 0.8701 | 1.5185 | 0.526 |
Largest Winning Trade | 228617 | 228617 | 56293 | 39612 | 39612 | 11592 |
Largest Losing Trade | -45132 | -35992 | -45132 | -36527 | -18390 | -36527 |
Avg Bars in Trades | 30 | 20 | 39 | 30 | 20 | 39 |
Avg Bars in Winners | 39 | 25 | 52 | 39 | 25 | 52 |
Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
Bars Traded | 3541 | 1205 | 2336 | 3541 | 1205 | 2336 |
Profit Streak | 52.1996 | 0 | 62.6996 | 52.1996 | 0 | 62.6996 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305985 | -169694 | -742290 | -580070 | -345772 | -756789 |
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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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