Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352211.0354 | 263925.5459 | 88285.4895 | -47067.4053 | -187114.1029 | 140046.6976 |
Total P&L (%) | 352.211 | 263.9255 | 88.2855 | -47.0674 | -187.1141 | 140.0467 |
Avg Daily Profit (%) | 0.2118 | 0.1587 | 0.0531 | -0.0383 | 0 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177430 | -197585 | -72953 | -736639 | -695457 | -181453 |
Profit Factor | 1.6013 | 1.6851 | 1.4402 | 0.9615 | 0.7814 | 1.3825 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 46.4646 | 40 | 53.0612 | 46.4646 | 40 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.845 | 2.5277 | 1.2741 | 1.1078 | 1.1721 | 1.223 |
Largest Winning Trade | 438680 | 438680 | 39025 | 438680 | 438680 | 210223 |
Largest Losing Trade | -57724 | -57724 | -35261 | -238899 | -238899 | -181453 |
Avg Bars in Trades | 47 | 58 | 35 | 47 | 58 | 35 |
Avg Bars in Winners | 50 | 43 | 55 | 50 | 43 | 55 |
Avg Bars in Losers | 44 | 68 | 12 | 44 | 68 | 12 |
Bars Traded | 4672 | 2928 | 1744 | 4672 | 2928 | 1744 |
Profit Streak | 0 | 0 | 60.458 | 0 | 0 | 60.458 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347105 | -173483 | -119597 | -580222 | -763055 | -120508 |
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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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