Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396572.9012 | 400198.8303 | -3625.9291 | -27226.1885 | -121136.951 | 93910.7625 |
Total P&L (%) | 396.5729 | 400.1988 | -3.6259 | -27.2262 | -121.137 | 93.9108 |
Avg Daily Profit (%) | 0.2075 | 0.2094 | -0.0019 | -0.0166 | 0 | 0.0347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169777 | -125403 | -67850 | -1529100 | -1460571 | -289627 |
Profit Factor | 1.4948 | 1.6815 | 0.9831 | 0.9927 | 0.9593 | 1.1237 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 53.0973 | 55.3571 | 50.8772 | 53.0973 | 55.3571 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.3204 | 1.356 | 0.9492 | 0.8769 | 0.7736 | 1.085 |
Largest Winning Trade | 128226 | 128226 | 36134 | 323747 | 323747 | 161639 |
Largest Losing Trade | -72018 | -72018 | -38735 | -899760 | -899760 | -152644 |
Avg Bars in Trades | 199 | 383 | 18 | 199 | 383 | 18 |
Avg Bars in Winners | 143 | 258 | 20 | 143 | 258 | 20 |
Avg Bars in Losers | 262 | 539 | 15 | 262 | 539 | 15 |
Bars Traded | 22524 | 21489 | 1035 | 22524 | 21489 | 1035 |
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 | 347789 | -169585 | -760441 | -580076 | -760138 | -410712 |
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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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