Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325498.6129 | 299045.6127 | 26453.0002 | -60959.5238 | 19937.3518 | -80896.8756 |
Total P&L (%) | 325.4986 | 299.0456 | 26.453 | -60.9595 | 19.9374 | -80.8969 |
Avg Daily Profit (%) | 0.1706 | 0.1567 | 0.0139 | -0.0493 | 0.0095 | -0.0867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212821 | -174959 | -79040 | -765872 | -663017 | -191003 |
Profit Factor | 1.4198 | 1.7291 | 1.0724 | 0.9615 | 1.0213 | 0.8747 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 56.1905 | 50 | 62.2642 | 56.1905 | 50 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.107 | 1.7291 | 0.65 | 0.7496 | 1.0213 | 0.5301 |
Largest Winning Trade | 329608 | 329608 | 64733 | 604660 | 604660 | 129504 |
Largest Losing Trade | -59190 | -52100 | -59190 | -178284 | -178284 | -129361 |
Avg Bars in Trades | 105 | 99 | 110 | 105 | 99 | 110 |
Avg Bars in Winners | 118 | 113 | 122 | 118 | 113 | 122 |
Avg Bars in Losers | 88 | 86 | 91 | 88 | 86 | 91 |
Bars Traded | 11065 | 5195 | 5870 | 11065 | 5195 | 5870 |
Profit Streak | 0 | 118.9891 | 0 | 0 | 118.9891 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333617 | -168104 | -498735 | -579696 | -562807 | -759243 |
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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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