Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399362.1752 | 418597.8963 | -19235.7211 | -128422.2352 | -27328.3343 | -101093.9009 |
Total P&L (%) | 399.3622 | 418.5979 | -19.2357 | -128.4222 | -27.3283 | -101.0939 |
Avg Daily Profit (%) | 0.2133 | 0.2236 | -0.0103 | 0 | -0.0171 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167103 | -93080 | -121400 | -167246 | -66325 | -92358 |
Profit Factor | 1.5375 | 2.38 | 0.9563 | 0.6001 | 0.8024 | 0.447 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 46 | 23 | 23 | 41 | 22 | 19 |
Losing Trades | 43 | 22 | 21 | 48 | 23 | 25 |
Profitability (%) | 51.6854 | 51.1111 | 52.2727 | 46.0674 | 48.8889 | 43.1818 |
Ratio Avg Win / Avg Loss | 1.4372 | 2.2765 | 0.8731 | 0.7026 | 0.8389 | 0.5881 |
Largest Winning Trade | 301114 | 301114 | 57765 | 36636 | 36636 | 21648 |
Largest Losing Trade | -114672 | -45447 | -114672 | -62153 | -62153 | -52812 |
Avg Bars in Trades | 59 | 47 | 71 | 59 | 47 | 71 |
Avg Bars in Winners | 78 | 63 | 93 | 42 | 35 | 50 |
Avg Bars in Losers | 38 | 30 | 48 | 74 | 58 | 88 |
Bars Traded | 5285 | 2122 | 3163 | 5285 | 2122 | 3163 |
Profit Streak | 0 | 0 | 0 | 65.6381 | 65.6381 | 179.3047 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350146 | 452392 | -580424 | -581098 | -580585 | -582400 |
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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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