Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250642.356 | -6488.9763 | 257131.3323 | 296987.039 | -147112.9562 | 444099.9951 |
Total P&L (%) | 250.6424 | -6.489 | 257.1313 | 296.987 | -147.113 | 444.1 |
Avg Daily Profit (%) | 0.1639 | -0.0042 | 0.1681 | 0.0902 | 0 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80202 | -62830 | -46229 | -395804 | -283205 | -228140 |
Profit Factor | 1.5794 | 0.9732 | 2.3485 | 1.1996 | 0.821 | 1.6663 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 50.9259 | 48.1481 | 53.7037 | 50.9259 | 48.1481 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.522 | 1.048 | 2.0246 | 1.1559 | 0.8841 | 1.4365 |
Largest Winning Trade | 59680 | 30765 | 59680 | 152118 | 114501 | 152118 |
Largest Losing Trade | -24457 | -22350 | -24457 | -118110 | -90010 | -118110 |
Avg Bars in Trades | 39 | 21 | 58 | 39 | 21 | 58 |
Avg Bars in Winners | 57 | 24 | 86 | 57 | 24 | 86 |
Avg Bars in Losers | 21 | 18 | 25 | 21 | 18 | 25 |
Bars Traded | 4310 | 1164 | 3146 | 4310 | 1164 | 3146 |
Profit Streak | 0 | 0 | 15.4901 | 0 | 0 | 15.4901 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382389 | -759609 | -166682 | -73190 | -761275 | -221529 |
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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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