Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362265.6117 | 417421.0711 | -55155.4594 | -108108.0644 | 410004.7381 | -518112.8025 |
Total P&L (%) | 362.2656 | 417.4211 | -55.1555 | -108.1081 | 410.0047 | -518.1128 |
Avg Daily Profit (%) | 0.1833 | 0.2112 | -0.0279 | 0 | 0.0825 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273333 | -223686 | -107966 | -1298267 | -946058 | -557684 |
Profit Factor | 1.3853 | 1.6324 | 0.8031 | 0.9634 | 1.2243 | 0.5406 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 80 | 35 | 45 | 73 | 37 | 36 |
Losing Trades | 82 | 46 | 36 | 89 | 44 | 45 |
Profitability (%) | 49.3827 | 43.2099 | 55.5556 | 45.0617 | 45.679 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.42 | 2.1454 | 0.6425 | 1.1746 | 1.4559 | 0.6758 |
Largest Winning Trade | 183220 | 183220 | 25111 | 621610 | 621610 | 191228 |
Largest Losing Trade | -107966 | -50573 | -107966 | -457496 | -457496 | -453451 |
Avg Bars in Trades | 69 | 123 | 14 | 69 | 123 | 14 |
Avg Bars in Winners | 88 | 183 | 14 | 90 | 163 | 15 |
Avg Bars in Losers | 50 | 78 | 14 | 51 | 90 | 13 |
Bars Traded | 11189 | 10027 | 1162 | 11189 | 10027 | 1162 |
Profit Streak | 0 | 0 | 0 | 531.0022 | 531.0022 | 531.6688 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312932 | -3790 | -591738 | -579223 | -96258 | -593659 |
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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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