Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362512.9903 | 345366.1721 | 17146.8183 | -3753.5656 | -108051.6128 | 104298.0472 |
Total P&L (%) | 362.513 | 345.3662 | 17.1468 | -3.7536 | -108.0516 | 104.298 |
Avg Daily Profit (%) | 0.174 | 0.1658 | 0.0082 | -0.0018 | 0 | 0.0343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181327 | -204409 | -110782 | -1361109 | -1401558 | -221917 |
Profit Factor | 1.542 | 1.7394 | 1.085 | 0.9985 | 0.9488 | 1.2439 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 59.596 | 59.1837 | 60 | 59.596 | 59.1837 | 60 |
Ratio Avg Win / Avg Loss | 1.0454 | 1.1996 | 0.7233 | 0.677 | 0.6544 | 0.8293 |
Largest Winning Trade | 156936 | 156936 | 25374 | 673222 | 673222 | 118358 |
Largest Losing Trade | -58433 | -58433 | -57134 | -729593 | -729593 | -87373 |
Avg Bars in Trades | 241 | 444 | 41 | 241 | 444 | 41 |
Avg Bars in Winners | 144 | 244 | 47 | 144 | 244 | 47 |
Avg Bars in Losers | 383 | 734 | 32 | 383 | 734 | 32 |
Bars Traded | 23868 | 21778 | 2090 | 23868 | 21778 | 2090 |
Profit Streak | 156.718 | 156.718 | 305.8014 | 156.718 | 156.718 | 305.8014 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427709 | 423577 | -496707 | -577858 | -578526 | -326350 |
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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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