Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464789.9615 | 463614.8685 | 1175.093 | -41191.9917 | 675241.9818 | -716433.9735 |
Total P&L (%) | 464.79 | 463.6149 | 1.1751 | -41.192 | 675.242 | -716.434 |
Avg Daily Profit (%) | 0.2351 | 0.2345 | 0.0006 | -0.0269 | 0.1037 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247958 | -220129 | -166117 | -574796 | -258814 | -874741 |
Profit Factor | 1.4847 | 1.8824 | 1.0027 | 0.9803 | 1.9449 | 0.4799 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 44.9153 | 44.0678 | 45.7627 | 44.9153 | 44.0678 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.8208 | 2.3891 | 1.1884 | 1.2023 | 2.4685 | 0.5688 |
Largest Winning Trade | 244874 | 244874 | 57633 | 368288 | 368288 | 161309 |
Largest Losing Trade | -59258 | -54509 | -59258 | -307363 | -157204 | -307363 |
Avg Bars in Trades | 64 | 74 | 55 | 64 | 74 | 55 |
Avg Bars in Winners | 82 | 90 | 74 | 82 | 90 | 74 |
Avg Bars in Losers | 50 | 61 | 39 | 50 | 61 | 39 |
Bars Traded | 7655 | 4369 | 3286 | 7655 | 4369 | 3286 |
Profit Streak | 0 | 0 | 657.8501 | 0 | 0 | 657.8501 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308900 | -167497 | -752334 | -580775 | -229472 | -757774 |
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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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