Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267729.3645 | 306426.7642 | -38697.3997 | -94007.4891 | 235039.3328 | -329046.8219 |
Total P&L (%) | 267.7294 | 306.4268 | -38.6974 | -94.0075 | 235.0393 | -329.0468 |
Avg Daily Profit (%) | 0.1796 | 0.2056 | -0.026 | -0.1887 | 0.0812 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202042 | -189949 | -129972 | -482871 | -155846 | -27466 |
Profit Factor | 1.3069 | 1.6226 | 0.8982 | 0.8511 | 2.1739 | 0.237 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 53.7037 | 50 | 57.4074 | 53.7037 | 50 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.1266 | 1.6226 | 0.6664 | 0.7337 | 2.1739 | 0.1759 |
Largest Winning Trade | 386944 | 386944 | 28527 | 386944 | 386944 | 33152 |
Largest Losing Trade | -76324 | -67745 | -76324 | -371658 | -63324 | -371658 |
Avg Bars in Trades | 25 | 37 | 12 | 25 | 37 | 12 |
Avg Bars in Winners | 17 | 21 | 14 | 17 | 21 | 14 |
Avg Bars in Losers | 33 | 54 | 9 | 33 | 54 | 9 |
Bars Traded | 2703 | 2051 | 652 | 2703 | 2051 | 652 |
Profit Streak | 0 | 97.3352 | 0 | 0 | 97.3352 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310240 | -168754 | -759595 | -579732 | -259963 | -759595 |
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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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