Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296809.1998 | 251047.2716 | 45761.9282 | -26904.8091 | 125977.1153 | -152881.9244 |
Total P&L (%) | 296.8092 | 251.0473 | 45.7619 | -26.9048 | 125.9771 | -152.8819 |
Avg Daily Profit (%) | 0.156 | 0.132 | 0.0241 | -0.0165 | 0.0429 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166853 | -121855 | -141471 | -304484 | -174227 | -260752 |
Profit Factor | 1.3981 | 1.6615 | 1.125 | 0.9735 | 1.2628 | 0.7147 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 51.6129 | 50 | 53.2258 | 51.6129 | 50 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.3107 | 1.6615 | 0.9886 | 0.9127 | 1.2628 | 0.628 |
Largest Winning Trade | 200008 | 200008 | 55716 | 158613 | 158613 | 70673 |
Largest Losing Trade | -51142 | -38125 | -51142 | -120460 | -71228 | -120460 |
Avg Bars in Trades | 44 | 38 | 50 | 44 | 38 | 50 |
Avg Bars in Winners | 65 | 51 | 79 | 65 | 51 | 79 |
Avg Bars in Losers | 21 | 26 | 16 | 21 | 26 | 16 |
Bars Traded | 5507 | 2402 | 3105 | 5507 | 2402 | 3105 |
Profit Streak | 0 | 0 | 542.1693 | 0 | 0 | 542.1693 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304793 | -167882 | -400300 | -580240 | -289976 | -733956 |
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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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