Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352854.2061 | 272553.7308 | 80300.4754 | 126793.7593 | 287597.8055 | -160804.0462 |
Total P&L (%) | 352.8542 | 272.5537 | 80.3005 | 126.7938 | 287.5978 | -160.804 |
Avg Daily Profit (%) | 0.3444 | 0.266 | 0.0784 | 0.0799 | 0.1323 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235625 | -159332 | -142846 | -314265 | -132181 | -197839 |
Profit Factor | 1.6145 | 1.9303 | 1.2855 | 1.1433 | 1.7891 | 0.6909 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 43.8095 | 35.8491 | 51.9231 | 43.8095 | 35.8491 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.0708 | 3.4543 | 1.1903 | 1.4664 | 3.2016 | 0.6397 |
Largest Winning Trade | 167824 | 167824 | 46316 | 207441 | 207441 | 35962 |
Largest Losing Trade | -53185 | -28668 | -53185 | -176297 | -44219 | -176297 |
Avg Bars in Trades | 112 | 108 | 116 | 112 | 108 | 116 |
Avg Bars in Winners | 144 | 148 | 141 | 144 | 148 | 141 |
Avg Bars in Losers | 88 | 86 | 90 | 88 | 86 | 90 |
Bars Traded | 11847 | 5767 | 6080 | 11847 | 5767 | 6080 |
Profit Streak | 0 | 0 | 84.7459 | 0 | 0 | 84.7459 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352192 | -173707 | -267166 | -151199 | -198564 | -759622 |
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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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