Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205438.8537 | 186653.3253 | 18785.5284 | -46523.2388 | 224349.5964 | -270872.8352 |
Total P&L (%) | 205.4389 | 186.6533 | 18.7855 | -46.5232 | 224.3496 | -270.8728 |
Avg Daily Profit (%) | 0.1505 | 0.1367 | 0.0138 | -0.0458 | 0.0862 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213643 | -135078 | -80485 | -586775 | -301338 | -337736 |
Profit Factor | 1.3218 | 1.5395 | 1.0642 | 0.964 | 1.3901 | 0.6219 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 55.5556 | 46.9388 | 64 | 55.5556 | 46.9388 | 64 |
Ratio Avg Win / Avg Loss | 1.0574 | 1.7403 | 0.5986 | 0.7712 | 1.5715 | 0.3498 |
Largest Winning Trade | 155101 | 155101 | 40995 | 179917 | 179917 | 76851 |
Largest Losing Trade | -54975 | -46102 | -54975 | -209189 | -72953 | -209189 |
Avg Bars in Trades | 26 | 33 | 19 | 26 | 33 | 19 |
Avg Bars in Winners | 24 | 33 | 18 | 24 | 33 | 18 |
Avg Bars in Losers | 28 | 33 | 20 | 28 | 33 | 20 |
Bars Traded | 2577 | 1626 | 951 | 2577 | 1626 | 951 |
Profit Streak | 0 | 49.2251 | 0 | 0 | 49.2251 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312337 | -7995 | -511666 | -579516 | -76221 | -758740 |
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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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