Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856630.0262 | 752326.0124 | 104304.0138 | 151079.9689 | 586604.728 | -435524.7591 |
Total P&L (%) | 856.63 | 752.326 | 104.304 | 151.08 | 586.6047 | -435.5248 |
Avg Daily Profit (%) | 0.4616 | 0.4054 | 0.0562 | 0.0496 | 0.1039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146743 | -83733 | -61239 | -764843 | -175594 | -187362 |
Profit Factor | 2.6517 | 4.0836 | 1.3798 | 1.0897 | 2.0485 | 0.6129 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 46.5347 | 39.2157 | 54 | 46.5347 | 39.2157 | 54 |
Ratio Avg Win / Avg Loss | 3.0467 | 6.3296 | 1.1754 | 1.252 | 3.1752 | 0.5221 |
Largest Winning Trade | 725766 | 725766 | 56140 | 725766 | 725766 | 160801 |
Largest Losing Trade | -83733 | -43993 | -83733 | -691444 | -59093 | -691444 |
Avg Bars in Trades | 105 | 88 | 123 | 105 | 88 | 123 |
Avg Bars in Winners | 166 | 148 | 179 | 166 | 148 | 179 |
Avg Bars in Losers | 52 | 49 | 57 | 52 | 49 | 57 |
Bars Traded | 10662 | 4493 | 6169 | 10662 | 4493 | 6169 |
Profit Streak | 0 | 0 | 16.149 | 0 | 0 | 16.149 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513099 | -167333 | -296257 | -249594 | -234255 | -759738 |
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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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