Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429445.8051 | 386033.6759 | 43412.1292 | 32136.6627 | 233148.4295 | -201011.7668 |
Total P&L (%) | 429.4458 | 386.0337 | 43.4121 | 32.1367 | 233.1484 | -201.0118 |
Avg Daily Profit (%) | 0.2289 | 0.2057 | 0.0231 | 0.0149 | 0.0642 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244065 | -159915 | -198647 | -491480 | -268795 | -352402 |
Profit Factor | 1.5569 | 1.9523 | 1.1187 | 1.0349 | 1.4955 | 0.5534 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 44.1176 | 37.2549 | 50.9804 | 44.1176 | 37.2549 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.9721 | 3.2882 | 1.0757 | 1.3109 | 2.5188 | 0.5321 |
Largest Winning Trade | 216452 | 216452 | 70192 | 342090 | 342090 | 70192 |
Largest Losing Trade | -45623 | -45623 | -43543 | -200320 | -200320 | -137659 |
Avg Bars in Trades | 53 | 43 | 64 | 53 | 43 | 64 |
Avg Bars in Winners | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Losers | 39 | 28 | 52 | 39 | 28 | 52 |
Bars Traded | 5507 | 2240 | 3267 | 5507 | 2240 | 3267 |
Profit Streak | 0 | 0 | 82.3798 | 0 | 0 | 82.3798 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310204 | -173633 | -432407 | -360069 | -289885 | -759340 |
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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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