Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457514.9105 | 434608.0814 | 22906.8291 | -149228.7927 | 76690.4895 | -225919.2823 |
Total P&L (%) | 457.5149 | 434.6081 | 22.9068 | -149.2288 | 76.6905 | -225.9193 |
Avg Daily Profit (%) | 0.1946 | 0.1849 | 0.0097 | 0 | 0.0242 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133064 | -126546 | -241639 | -261978 | -47749 | -287425 |
Profit Factor | 1.5187 | 1.9869 | 1.0519 | 0.7644 | 1.31 | 0.4149 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 49 | 23 | 26 | 51 | 29 | 22 |
Losing Trades | 52 | 27 | 25 | 50 | 21 | 29 |
Profitability (%) | 48.5149 | 46 | 50.9804 | 50.4951 | 58 | 43.1373 |
Ratio Avg Win / Avg Loss | 1.6117 | 2.3325 | 1.0114 | 0.7495 | 0.9486 | 0.5469 |
Largest Winning Trade | 113715 | 113715 | 58307 | 56539 | 56539 | 38935 |
Largest Losing Trade | -112807 | -47103 | -112807 | -73960 | -35511 | -73960 |
Avg Bars in Trades | 135 | 157 | 113 | 135 | 157 | 113 |
Avg Bars in Winners | 155 | 161 | 150 | 127 | 157 | 87 |
Avg Bars in Losers | 115 | 153 | 74 | 143 | 156 | 133 |
Bars Traded | 13642 | 7859 | 5782 | 13642 | 7859 | 5782 |
Profit Streak | 0 | 0 | 0 | 54.4386 | 54.4386 | 85.7719 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352718 | -170344 | -528177 | -579039 | -340494 | -762541 |
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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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