Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515581.0157 | 456872.5823 | 58708.4333 | 117813.1841 | 285961.657 | -168148.4728 |
Total P&L (%) | 515.581 | 456.8726 | 58.7084 | 117.8132 | 285.9617 | -168.1485 |
Avg Daily Profit (%) | 0.2249 | 0.1993 | 0.0256 | 0.034 | 0.0589 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138132 | -79860 | -86931 | -518065 | -192262 | -501280 |
Profit Factor | 1.8848 | 2.5777 | 1.2003 | 1.0884 | 1.5379 | 0.79 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 48.5149 | 39.2157 | 58 | 48.5149 | 39.2157 | 58 |
Ratio Avg Win / Avg Loss | 2.0002 | 3.9955 | 0.8692 | 1.1551 | 2.3838 | 0.5721 |
Largest Winning Trade | 330142 | 330142 | 45569 | 299423 | 299423 | 103535 |
Largest Losing Trade | -66844 | -53142 | -66844 | -434900 | -83164 | -434900 |
Avg Bars in Trades | 62 | 59 | 66 | 62 | 59 | 66 |
Avg Bars in Winners | 83 | 89 | 79 | 83 | 89 | 79 |
Avg Bars in Losers | 43 | 39 | 49 | 43 | 39 | 49 |
Bars Traded | 6358 | 3009 | 3349 | 6358 | 3009 | 3349 |
Profit Streak | 0 | 0 | 79.1073 | 0 | 0 | 79.1073 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414704 | -171719 | -339663 | -271085 | -295839 | -758832 |
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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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