Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319553.619 | 101251.8776 | 218301.7414 | 246577.9735 | -167760.1369 | 414338.1104 |
Total P&L (%) | 319.5536 | 101.2519 | 218.3017 | 246.578 | -167.7601 | 414.3381 |
Avg Daily Profit (%) | 0.2083 | 0.066 | 0.1423 | 0.081 | 0 | 0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96608 | -121413 | -76822 | -259391 | -337189 | -142434 |
Profit Factor | 1.5866 | 1.3427 | 1.8756 | 1.1695 | 0.7843 | 1.612 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 45.4545 | 42 | 48.9796 | 45.4545 | 42 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.9039 | 1.8541 | 1.9538 | 1.4034 | 1.0831 | 1.6791 |
Largest Winning Trade | 151341 | 151341 | 63077 | 151341 | 151341 | 128429 |
Largest Losing Trade | -30056 | -30056 | -28117 | -116399 | -76605 | -116399 |
Avg Bars in Trades | 181 | 152 | 211 | 181 | 152 | 211 |
Avg Bars in Winners | 266 | 217 | 309 | 266 | 217 | 309 |
Avg Bars in Losers | 111 | 105 | 117 | 111 | 105 | 117 |
Bars Traded | 18009 | 7631 | 10378 | 18009 | 7631 | 10378 |
Profit Streak | 0 | 0 | 52.4378 | 0 | 0 | 52.4378 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328816 | -286534 | 25563 | -120344 | -762277 | -47106 |
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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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