Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245507.8837 | 103350.923 | 142156.9607 | 14395.247 | -29253.43 | 43648.6769 |
Total P&L (%) | 245.5079 | 103.3509 | 142.157 | 14.3952 | -29.2534 | 43.6487 |
Avg Daily Profit (%) | 0.1645 | 0.0693 | 0.0953 | 0.009 | -0.0232 | 0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129474 | -59376 | -85099 | -168908 | -105241 | -103533 |
Profit Factor | 1.3772 | 1.3268 | 1.4247 | 1.0178 | 0.9269 | 1.1066 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 50 | 44.2308 | 55.7692 | 50 | 44.2308 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.3772 | 1.673 | 1.1299 | 1.0178 | 1.1687 | 0.8777 |
Largest Winning Trade | 111125 | 111125 | 56782 | 72059 | 72059 | 53682 |
Largest Losing Trade | -41491 | -35522 | -41491 | -60927 | -55378 | -60927 |
Avg Bars in Trades | 81 | 48 | 114 | 81 | 48 | 114 |
Avg Bars in Winners | 86 | 30 | 131 | 86 | 30 | 131 |
Avg Bars in Losers | 76 | 63 | 93 | 76 | 63 | 93 |
Bars Traded | 8506 | 2542 | 5964 | 8506 | 2542 | 5964 |
Profit Streak | 22.1633 | 40.4966 | 0 | 22.1633 | 40.4966 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313146 | -280857 | -244257 | -409965 | -760861 | -446547 |
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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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