Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563790.7859 | 429625.0369 | 134165.749 | 545537.4052 | 570593.7447 | -25056.3395 |
Total P&L (%) | 563.7908 | 429.625 | 134.1657 | 545.5374 | 570.5937 | -25.0563 |
Avg Daily Profit (%) | 0.2988 | 0.2277 | 0.0711 | 0.0989 | 0.1009 | -0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108841 | -87843 | -106621 | -556914 | -289564 | -439598 |
Profit Factor | 1.5846 | 1.9315 | 1.2666 | 1.1898 | 1.428 | 0.9837 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 109 | 48 | 61 | 109 | 48 | 61 |
Losing Trades | 90 | 52 | 38 | 90 | 52 | 38 |
Profitability (%) | 54.7739 | 48 | 61.6162 | 54.7739 | 48 | 61.6162 |
Ratio Avg Win / Avg Loss | 1.3084 | 2.0924 | 0.7891 | 0.9824 | 1.547 | 0.6128 |
Largest Winning Trade | 171119 | 171119 | 47307 | 253158 | 253158 | 97191 |
Largest Losing Trade | -58910 | -42458 | -58910 | -386936 | -150187 | -386936 |
Avg Bars in Trades | 55 | 61 | 48 | 55 | 61 | 48 |
Avg Bars in Winners | 56 | 64 | 49 | 56 | 64 | 49 |
Avg Bars in Losers | 54 | 59 | 47 | 54 | 59 | 47 |
Bars Traded | 11013 | 6183 | 4830 | 11013 | 6183 | 4830 |
Profit Streak | 0 | 0 | 96.9982 | 0 | 0 | 96.9982 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445177 | 376576 | -97130 | -72274 | -56934 | -578123 |
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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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