Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302860.4992 | 95702.5722 | 207157.927 | 14132.7482 | 75604.7489 | -61472.0007 |
Total P&L (%) | 302.8605 | 95.7026 | 207.1579 | 14.1327 | 75.6047 | -61.472 |
Avg Daily Profit (%) | 0.1823 | 0.0576 | 0.1247 | 0.008 | 0.0339 | -0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178730 | -114978 | -156946 | -211142 | -61055 | -200398 |
Profit Factor | 1.4771 | 1.3135 | 1.6285 | 1.0351 | 1.5221 | 0.7621 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 60.6061 | 59.1837 | 62 | 60.6061 | 59.1837 | 62 |
Ratio Avg Win / Avg Loss | 0.9601 | 0.9059 | 0.9981 | 0.6728 | 1.0497 | 0.4671 |
Largest Winning Trade | 99019 | 99019 | 35143 | 110719 | 110719 | 27720 |
Largest Losing Trade | -82439 | -49413 | -82439 | -68452 | -39264 | -68452 |
Avg Bars in Trades | 31 | 29 | 34 | 31 | 29 | 34 |
Avg Bars in Winners | 28 | 23 | 33 | 28 | 23 | 33 |
Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
Bars Traded | 3166 | 1461 | 1705 | 3166 | 1461 | 1705 |
Profit Streak | 0 | 107.5386 | 0 | 0 | 107.5386 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309866 | -114512 | -204759 | -401400 | -143177 | -759277 |
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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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