Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276947.8355 | 59389.5336 | 217558.3019 | 333137.3494 | -105903.9723 | 439041.3218 |
Total P&L (%) | 276.9478 | 59.3895 | 217.5583 | 333.1373 | -105.904 | 439.0413 |
Avg Daily Profit (%) | 0.2152 | 0.0461 | 0.169 | 0.1139 | 0 | 0.131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101984 | -84775 | -60497 | -386554 | -357920 | -287892 |
Profit Factor | 1.567 | 1.2401 | 1.9022 | 1.1746 | 0.8887 | 1.4594 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 43.6975 | 36.6667 | 50.8475 | 43.6975 | 36.6667 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.019 | 2.142 | 1.8388 | 1.5135 | 1.5351 | 1.4108 |
Largest Winning Trade | 55802 | 55802 | 41921 | 148727 | 148727 | 109738 |
Largest Losing Trade | -35208 | -20470 | -35208 | -243371 | -76099 | -243371 |
Avg Bars in Trades | 63 | 57 | 68 | 63 | 57 | 68 |
Avg Bars in Winners | 95 | 84 | 103 | 95 | 84 | 103 |
Avg Bars in Losers | 37 | 42 | 31 | 37 | 42 | 31 |
Bars Traded | 7514 | 3476 | 4037 | 7514 | 3476 | 4037 |
Profit Streak | 0 | 0 | 78.7066 | 0 | 0 | 78.7066 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303909 | -305808 | -164639 | -70313 | -752643 | -192736 |
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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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