Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286270.3561 | 114205.4614 | 172064.8948 | -31605.8083 | 408438.8593 | -440044.6675 |
Total P&L (%) | 286.2704 | 114.2055 | 172.0649 | -31.6058 | 408.4389 | -440.0447 |
Avg Daily Profit (%) | 0.1636 | 0.0652 | 0.0983 | -0.0217 | 0.093 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153376 | -88881 | -136182 | -692288 | -301019 | -862355 |
Profit Factor | 1.3966 | 1.308 | 1.4902 | 0.9869 | 1.4812 | 0.7171 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 65.3465 | 60.7843 | 70 | 65.3465 | 60.7843 | 70 |
Ratio Avg Win / Avg Loss | 0.7406 | 0.8439 | 0.6386 | 0.5233 | 0.9556 | 0.3073 |
Largest Winning Trade | 53979 | 44915 | 53979 | 160051 | 160051 | 128228 |
Largest Losing Trade | -82718 | -49662 | -82718 | -613248 | -155242 | -613248 |
Avg Bars in Trades | 49 | 54 | 44 | 49 | 54 | 44 |
Avg Bars in Winners | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Losers | 76 | 91 | 56 | 76 | 91 | 56 |
Bars Traded | 5009 | 2804 | 2205 | 5009 | 2804 | 2205 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308706 | -286000 | -239617 | -578519 | -248005 | -758240 |
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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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