Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378843.9053 | 275346.5324 | 103497.373 | 199147.8186 | -197911.6577 | 397059.4763 |
Total P&L (%) | 378.8439 | 275.3465 | 103.4974 | 199.1478 | -197.9117 | 397.0595 |
Avg Daily Profit (%) | 0.1747 | 0.127 | 0.0477 | 0.0506 | 0 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137456 | -72991 | -93517 | -1165457 | -675110 | -871277 |
Profit Factor | 1.5952 | 1.7952 | 1.3566 | 1.0535 | 0.9103 | 1.2616 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 58.4158 | 56.8627 | 60 | 58.4158 | 56.8627 | 60 |
Ratio Avg Win / Avg Loss | 1.1356 | 1.3618 | 0.9044 | 0.7499 | 0.6906 | 0.8411 |
Largest Winning Trade | 137991 | 137991 | 64257 | 287891 | 239656 | 287891 |
Largest Losing Trade | -65942 | -31567 | -65942 | -363321 | -363321 | -353933 |
Avg Bars in Trades | 77 | 55 | 101 | 77 | 55 | 101 |
Avg Bars in Winners | 60 | 29 | 89 | 60 | 29 | 89 |
Avg Bars in Losers | 103 | 89 | 118 | 103 | 89 | 118 |
Bars Traded | 7870 | 2818 | 5052 | 7870 | 2818 | 5052 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383505 | -200338 | -309150 | -287419 | -759943 | -274728 |
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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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