Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269107.7717 | 7942.1001 | 261165.6716 | 223591.6197 | 40122.2444 | 183469.3753 |
Total P&L (%) | 269.1078 | 7.9421 | 261.1657 | 223.5916 | 40.1222 | 183.4694 |
Avg Daily Profit (%) | 0.1491 | 0.0044 | 0.1447 | 0.0651 | 0.0187 | 0.0578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146218 | -26664 | -127826 | -1315790 | -109346 | -1295611 |
Profit Factor | 1.7792 | 1.082 | 2.0508 | 1.0939 | 1.0849 | 1.0961 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 56.5657 | 46 | 67.3469 | 56.5657 | 46 | 67.3469 |
Ratio Avg Win / Avg Loss | 1.3662 | 1.2702 | 0.9943 | 0.84 | 1.2735 | 0.5315 |
Largest Winning Trade | 55499 | 17576 | 55499 | 298311 | 95089 | 298311 |
Largest Losing Trade | -63324 | -15236 | -63324 | -699393 | -94844 | -699393 |
Avg Bars in Trades | 184 | 13 | 358 | 184 | 13 | 358 |
Avg Bars in Winners | 187 | 19 | 305 | 187 | 19 | 305 |
Avg Bars in Losers | 179 | 8 | 467 | 179 | 8 | 467 |
Bars Traded | 18237 | 687 | 17550 | 18237 | 687 | 17550 |
Profit Streak | 0 | 0 | 108.7409 | 0 | 0 | 108.7409 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338861 | -664351 | 151000 | -223790 | -478595 | -229322 |
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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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