Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398018.8238 | 447937.7531 | -49918.9292 | -25457.3806 | 79166.5418 | -104623.9224 |
Total P&L (%) | 398.0188 | 447.9378 | -49.9189 | -25.4574 | 79.1665 | -104.6239 |
Avg Daily Profit (%) | 0.1669 | 0.1878 | -0.0209 | -0.0123 | 0.0245 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163882 | -112292 | -263866 | -182121 | -96084 | -193888 |
Profit Factor | 1.4958 | 2.2386 | 0.8868 | 0.9501 | 1.3215 | 0.6033 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 47.5248 | 47.0588 | 48 | 47.5248 | 47.0588 | 48 |
Ratio Avg Win / Avg Loss | 1.6516 | 2.5184 | 0.9607 | 1.049 | 1.4867 | 0.6536 |
Largest Winning Trade | 243845 | 243845 | 73329 | 134542 | 134542 | 45120 |
Largest Losing Trade | -63184 | -47307 | -63184 | -61586 | -34307 | -61586 |
Avg Bars in Trades | 40 | 25 | 56 | 40 | 25 | 56 |
Avg Bars in Winners | 58 | 26 | 90 | 58 | 26 | 90 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 4101 | 1296 | 2805 | 4101 | 1296 | 2805 |
Profit Streak | 0 | 0 | 312.6901 | 0 | 0 | 312.6901 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325291 | -169143 | -760223 | -579805 | -340906 | -760223 |
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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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