Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470779.7146 | 317551.1765 | 153228.538 | 334701.7635 | 73626.6062 | 261075.1573 |
Total P&L (%) | 470.7797 | 317.5512 | 153.2285 | 334.7018 | 73.6266 | 261.0752 |
Avg Daily Profit (%) | 0.2704 | 0.1824 | 0.088 | 0.0844 | 0.0317 | 0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123927 | -159711 | -40233 | -242574 | -227659 | -93574 |
Profit Factor | 1.7186 | 1.8304 | 1.5618 | 1.2743 | 1.0993 | 1.5456 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 47.5248 | 39.2157 | 56 | 47.5248 | 39.2157 | 56 |
Ratio Avg Win / Avg Loss | 1.8976 | 2.8371 | 1.2271 | 1.407 | 1.7039 | 1.2144 |
Largest Winning Trade | 175632 | 175632 | 58173 | 175632 | 175632 | 92048 |
Largest Losing Trade | -33400 | -31856 | -33400 | -100899 | -100899 | -93574 |
Avg Bars in Trades | 202 | 184 | 221 | 202 | 184 | 221 |
Avg Bars in Winners | 271 | 281 | 265 | 271 | 281 | 265 |
Avg Bars in Losers | 140 | 122 | 166 | 140 | 122 | 166 |
Bars Traded | 20502 | 9421 | 11081 | 20502 | 9421 | 11081 |
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 | 388288 | -173306 | -253073 | -81006 | -445026 | -272153 |
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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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