Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346714.1581 | 321303.6316 | 25410.5265 | 7267.308 | 352989.3356 | -345722.0277 |
Total P&L (%) | 346.7142 | 321.3036 | 25.4105 | 7.2673 | 352.9893 | -345.722 |
Avg Daily Profit (%) | 0.2174 | 0.2015 | 0.0159 | 0.0044 | 0.0948 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162469 | -121431 | -92870 | -880258 | -505504 | -731877 |
Profit Factor | 1.5331 | 1.9618 | 1.0803 | 1.0026 | 1.2558 | 0.7627 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 51.4851 | 45.098 | 58 | 51.4851 | 45.098 | 58 |
Ratio Avg Win / Avg Loss | 1.4447 | 2.3883 | 0.7823 | 0.9447 | 1.5288 | 0.5523 |
Largest Winning Trade | 243121 | 243121 | 56127 | 545587 | 545587 | 221564 |
Largest Losing Trade | -42382 | -42382 | -38859 | -280890 | -179070 | -280890 |
Avg Bars in Trades | 29 | 22 | 37 | 29 | 22 | 37 |
Avg Bars in Winners | 39 | 28 | 47 | 39 | 28 | 47 |
Avg Bars in Losers | 20 | 16 | 24 | 20 | 16 | 24 |
Bars Traded | 3024 | 1125 | 1898 | 3024 | 1125 | 1898 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360645 | -170323 | -487908 | -571353 | -247179 | -759796 |
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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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