Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404452.5321 | 317199.8529 | 87252.6793 | 370840.0829 | 492509.0163 | -121668.9334 |
Total P&L (%) | 404.4525 | 317.1999 | 87.2527 | 370.8401 | 492.509 | -121.6689 |
Avg Daily Profit (%) | 0.1839 | 0.1442 | 0.0397 | 0.0705 | 0.0809 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113549 | -73268 | -74177 | -1110580 | -772906 | -558513 |
Profit Factor | 1.6426 | 2.1023 | 1.2554 | 1.0726 | 1.196 | 0.9531 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 52.4752 | 52.9412 | 52 | 52.4752 | 52.9412 | 52 |
Ratio Avg Win / Avg Loss | 1.4876 | 1.8687 | 1.1588 | 0.9714 | 1.0632 | 0.8798 |
Largest Winning Trade | 98453 | 98453 | 52653 | 620975 | 620975 | 348857 |
Largest Losing Trade | -54048 | -54048 | -42895 | -443458 | -419435 | -443458 |
Avg Bars in Trades | 125 | 101 | 148 | 125 | 101 | 148 |
Avg Bars in Winners | 151 | 123 | 180 | 151 | 123 | 180 |
Avg Bars in Losers | 95 | 77 | 114 | 95 | 77 | 114 |
Bars Traded | 12630 | 5188 | 7442 | 12630 | 5188 | 7442 |
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 | 362622 | -176153 | -319887 | -240584 | -269437 | -760574 |
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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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