Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289106.9978 | 343151.0562 | -54044.0584 | -54284.3207 | 52625.6302 | -106909.951 |
Total P&L (%) | 289.107 | 343.1511 | -54.0441 | -54.2843 | 52.6256 | -106.91 |
Avg Daily Profit (%) | 0.1787 | 0.2121 | -0.0334 | -0.0484 | 0.0261 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -290112 | -212895 | -122856 | -1554099 | -1361590 | -653128 |
Profit Factor | 1.3793 | 1.8736 | 0.8537 | 0.9873 | 1.023 | 0.9465 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 51.6129 | 48.3871 | 54.8387 | 51.6129 | 48.3871 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.2931 | 1.9985 | 0.7031 | 0.9256 | 1.0912 | 0.7795 |
Largest Winning Trade | 254012 | 254012 | 38778 | 543248 | 543248 | 305328 |
Largest Losing Trade | -58098 | -55170 | -58098 | -802409 | -802409 | -520627 |
Avg Bars in Trades | 150 | 171 | 129 | 150 | 171 | 129 |
Avg Bars in Winners | 212 | 261 | 168 | 212 | 261 | 168 |
Avg Bars in Losers | 84 | 86 | 81 | 84 | 86 | 81 |
Bars Traded | 18632 | 10606 | 8025 | 18632 | 10606 | 8025 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307629 | -143526 | -734331 | -580240 | -509103 | -734331 |
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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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