Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337941.4309 | 319856.4384 | 18084.9925 | 68542.0497 | 67254.3165 | 1287.7332 |
Total P&L (%) | 337.9414 | 319.8564 | 18.085 | 68.5421 | 67.2543 | 1.2877 |
Avg Daily Profit (%) | 0.2738 | 0.2591 | 0.0147 | 0.0423 | 0.0417 | 0.001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140199 | -120970 | -32323 | -894155 | -802892 | -194398 |
Profit Factor | 1.7571 | 1.8699 | 1.2299 | 1.0331 | 1.0395 | 1.0035 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 48.5149 | 36 | 60.7843 | 48.5149 | 36 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.8647 | 3.3242 | 0.7935 | 1.0964 | 1.848 | 0.6474 |
Largest Winning Trade | 232017 | 232017 | 13367 | 408324 | 408324 | 60405 |
Largest Losing Trade | -38936 | -38936 | -11419 | -240915 | -240915 | -99441 |
Avg Bars in Trades | 65 | 127 | 5 | 65 | 127 | 5 |
Avg Bars in Winners | 67 | 174 | 6 | 67 | 174 | 6 |
Avg Bars in Losers | 63 | 101 | 4 | 63 | 101 | 4 |
Bars Traded | 6640 | 6371 | 269 | 6640 | 6371 | 269 |
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 | 405881 | -173824 | -361826 | -320907 | -498890 | -753910 |
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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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