Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373993.1028 | 313191.9649 | 60801.1379 | -62785.7861 | -93099.2185 | 30313.4324 |
Total P&L (%) | 373.9931 | 313.192 | 60.8011 | -62.7858 | -93.0992 | 30.3134 |
Avg Daily Profit (%) | 0.1962 | 0.1643 | 0.0319 | -0.0518 | -0.1402 | 0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168036 | -174866 | -23536 | -371567 | -358095 | -60196 |
Profit Factor | 1.6096 | 1.6235 | 1.5468 | 0.937 | 0.8884 | 1.1872 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 48.4848 | 44.898 | 52 | 48.4848 | 44.898 | 52 |
Ratio Avg Win / Avg Loss | 1.7102 | 1.9925 | 1.4278 | 0.9956 | 1.0904 | 1.0959 |
Largest Winning Trade | 388227 | 388227 | 23160 | 299652 | 299652 | 58171 |
Largest Losing Trade | -74410 | -74410 | -17473 | -201739 | -201739 | -27230 |
Avg Bars in Trades | 36 | 67 | 6 | 36 | 67 | 6 |
Avg Bars in Winners | 33 | 64 | 7 | 33 | 64 | 7 |
Avg Bars in Losers | 40 | 70 | 5 | 40 | 70 | 5 |
Bars Traded | 3643 | 3320 | 322 | 3643 | 3320 | 322 |
Profit Streak | 0 | 117.074 | 0 | 0 | 117.074 | 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 | 371162 | 326375 | -328812 | -581103 | -580435 | -371505 |
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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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