Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199706.0311 | -2738.6125 | 202444.6436 | 221905.4321 | -40086.6106 | 261992.0426 |
Total P&L (%) | 199.706 | -2.7386 | 202.4446 | 221.9054 | -40.0866 | 261.992 |
Avg Daily Profit (%) | 0.1943 | -0.0027 | 0.1969 | 0.1138 | -0.0498 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59720 | -25172 | -41512 | -158276 | -72043 | -137086 |
Profit Factor | 1.7545 | 0.9621 | 2.0521 | 1.4788 | 0.7028 | 1.7972 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 40 | 26 | 14 | 40 | 26 | 14 |
Profitability (%) | 59.596 | 48 | 71.4286 | 59.596 | 48 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.1895 | 1.0423 | 0.8209 | 1.0026 | 0.7613 | 0.7189 |
Largest Winning Trade | 31545 | 11165 | 31545 | 70609 | 12498 | 70609 |
Largest Losing Trade | -59117 | -11830 | -59117 | -137086 | -31871 | -137086 |
Avg Bars in Trades | 220 | 7 | 437 | 220 | 7 | 437 |
Avg Bars in Winners | 181 | 7 | 301 | 181 | 7 | 301 |
Avg Bars in Losers | 277 | 8 | 778 | 277 | 8 | 778 |
Bars Traded | 21820 | 385 | 21435 | 21820 | 385 | 21435 |
Profit Streak | 0 | 0 | 99.7992 | 0 | 0 | 99.7992 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406614 | -759666 | 437473 | -38409 | -761333 | -21787 |
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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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