Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409570.3688 | 399923.382 | 9646.9869 | 36734.1055 | 723479.0946 | -686744.9891 |
Total P&L (%) | 409.5704 | 399.9234 | 9.647 | 36.7341 | 723.4791 | -686.745 |
Avg Daily Profit (%) | 0.1967 | 0.192 | 0.0046 | 0.015 | 0.1013 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163451 | -134487 | -80720 | -1941562 | -1407869 | -977676 |
Profit Factor | 1.6748 | 1.9416 | 1.053 | 1.0086 | 1.2489 | 0.4945 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 44.5545 | 40 | 49.0196 | 44.5545 | 40 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.0842 | 2.9124 | 1.0951 | 1.2552 | 1.8733 | 0.5143 |
Largest Winning Trade | 308178 | 308178 | 23997 | 1392002 | 1392002 | 91527 |
Largest Losing Trade | -37848 | -37848 | -25306 | -619568 | -619568 | -283427 |
Avg Bars in Trades | 242 | 436 | 52 | 242 | 436 | 52 |
Avg Bars in Winners | 304 | 611 | 58 | 304 | 611 | 58 |
Avg Bars in Losers | 193 | 320 | 46 | 193 | 320 | 46 |
Bars Traded | 24499 | 21830 | 2669 | 24499 | 21830 | 2669 |
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 | 320989 | -172703 | -695125 | -388190 | -240404 | -761214 |
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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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