Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311354.415 | 237340.0159 | 74014.3991 | -40506.3709 | -48472.4942 | 7966.1233 |
Total P&L (%) | 311.3544 | 237.34 | 74.0144 | -40.5064 | -48.4725 | 7.9661 |
Avg Daily Profit (%) | 0.2301 | 0.1754 | 0.0547 | -0.0384 | -0.049 | 0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220687 | -105193 | -144718 | -85502 | -44567 | -54605 |
Profit Factor | 1.4592 | 1.6645 | 1.2306 | 0.8507 | 0.6389 | 1.0581 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 45.1923 | 36.5385 | 53.8462 | 45.1923 | 36.5385 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7697 | 2.891 | 1.0548 | 1.0317 | 1.1097 | 0.907 |
Largest Winning Trade | 265669 | 265669 | 52995 | 29692 | 17044 | 29692 |
Largest Losing Trade | -72035 | -32872 | -72035 | -32872 | -32872 | -20801 |
Avg Bars in Trades | 153 | 128 | 179 | 153 | 128 | 179 |
Avg Bars in Winners | 218 | 175 | 246 | 218 | 175 | 246 |
Avg Bars in Losers | 100 | 100 | 101 | 100 | 100 | 101 |
Bars Traded | 15995 | 6658 | 9337 | 15995 | 6658 | 9337 |
Profit Streak | 0 | 35.1278 | 0 | 0 | 35.1278 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304308 | -174184 | -299777 | -580704 | -763859 | -688838 |
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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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