Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516847.3392 | 433116.5579 | 83730.7814 | 60627.1605 | 16452.9402 | 44174.2204 |
Total P&L (%) | 516.8473 | 433.1166 | 83.7308 | 60.6272 | 16.4529 | 44.1742 |
Avg Daily Profit (%) | 0.2248 | 0.1884 | 0.0364 | 0.0206 | 0.0066 | 0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196780 | -209451 | -34821 | -354680 | -309348 | -78419 |
Profit Factor | 1.7997 | 1.8458 | 1.6239 | 1.0774 | 1.0255 | 1.3193 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 54 | 20 | 34 | 54 | 20 | 34 |
Losing Trades | 47 | 31 | 16 | 47 | 31 | 16 |
Profitability (%) | 53.4653 | 39.2157 | 68 | 53.4653 | 39.2157 | 68 |
Ratio Avg Win / Avg Loss | 1.5664 | 2.861 | 0.7642 | 0.9378 | 1.5896 | 0.6208 |
Largest Winning Trade | 306308 | 306308 | 27252 | 202118 | 202118 | 27318 |
Largest Losing Trade | -46554 | -46554 | -21548 | -131819 | -131819 | -32159 |
Avg Bars in Trades | 133 | 225 | 40 | 133 | 225 | 40 |
Avg Bars in Winners | 135 | 308 | 33 | 135 | 308 | 33 |
Avg Bars in Losers | 131 | 171 | 53 | 131 | 171 | 53 |
Bars Traded | 13495 | 11493 | 2002 | 13495 | 11493 | 2002 |
Profit Streak | 0 | 0 | 273.239 | 0 | 0 | 273.239 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445751 | -173224 | -320247 | -302243 | -568813 | -351205 |
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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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