Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263598.7955 | 5217.2711 | 258381.5244 | 151441.5988 | -149072.3667 | 300513.9655 |
Total P&L (%) | 263.5988 | 5.2173 | 258.3815 | 151.4416 | -149.0724 | 300.514 |
Avg Daily Profit (%) | 0.1729 | 0.0034 | 0.1695 | 0.0605 | 0 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99724 | -97610 | -101204 | -325351 | -245477 | -264118 |
Profit Factor | 1.3976 | 1.0124 | 2.0609 | 1.1074 | 0.8214 | 1.5227 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 50.4202 | 40.678 | 60 | 50.4202 | 40.678 | 60 |
Ratio Avg Win / Avg Loss | 1.3743 | 1.4765 | 1.3739 | 1.089 | 1.1979 | 1.0151 |
Largest Winning Trade | 52871 | 52871 | 52149 | 87604 | 87604 | 70493 |
Largest Losing Trade | -37020 | -31470 | -37020 | -150968 | -87544 | -150968 |
Avg Bars in Trades | 49 | 48 | 49 | 49 | 48 | 49 |
Avg Bars in Winners | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 5855 | 2876 | 2979 | 5855 | 2876 | 2979 |
Profit Streak | 0 | 31.5204 | 0 | 0 | 31.5204 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303858 | -740906 | -157716 | -214108 | -759154 | -237812 |
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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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