Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340066.7907 | 340369.5631 | -302.7724 | -140763.6318 | -2706.0989 | -138057.5329 |
Total P&L (%) | 340.0668 | 340.3696 | -0.3028 | -140.7636 | -2.7061 | -138.0575 |
Avg Daily Profit (%) | 0.1784 | 0.1785 | -0.0002 | 0 | -0.0014 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146281 | -128276 | -156309 | -1066271 | -888898 | -800565 |
Profit Factor | 1.4641 | 2.0741 | 0.9993 | 0.9543 | 0.9981 | 0.9182 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 45 | 22 | 23 | 47 | 26 | 21 |
Losing Trades | 58 | 29 | 29 | 56 | 25 | 31 |
Profitability (%) | 43.6893 | 43.1373 | 44.2308 | 45.6311 | 50.9804 | 40.3846 |
Ratio Avg Win / Avg Loss | 1.8871 | 2.734 | 1.26 | 1.137 | 0.9597 | 1.3554 |
Largest Winning Trade | 238756 | 238756 | 47908 | 225387 | 225387 | 217274 |
Largest Losing Trade | -109819 | -28899 | -109819 | -480572 | -272225 | -480572 |
Avg Bars in Trades | 107 | 103 | 111 | 107 | 103 | 111 |
Avg Bars in Winners | 157 | 152 | 162 | 144 | 142 | 148 |
Avg Bars in Losers | 69 | 66 | 72 | 76 | 63 | 87 |
Bars Traded | 11092 | 5276 | 5816 | 11092 | 5276 | 5816 |
Profit Streak | 55.3139 | 55.3139 | 115.1473 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318857 | -170781 | -760057 | -580536 | -760706 | -762905 |
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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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