Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405147.1992 | 330426.6758 | 74720.5234 | 185188.3642 | 494861.2434 | -309672.8792 |
Total P&L (%) | 405.1472 | 330.4267 | 74.7205 | 185.1884 | 494.8612 | -309.6729 |
Avg Daily Profit (%) | 0.1621 | 0.1322 | 0.0299 | 0.0419 | 0.0714 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153986 | -123733 | -105352 | -769075 | -424645 | -512298 |
Profit Factor | 1.5494 | 1.9029 | 1.2011 | 1.0801 | 1.4566 | 0.7479 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 47.1698 | 45.283 | 49.0566 | 47.1698 | 45.283 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.7353 | 2.2993 | 1.2473 | 1.2097 | 1.7601 | 0.7766 |
Largest Winning Trade | 163139 | 163139 | 53456 | 343180 | 343180 | 149341 |
Largest Losing Trade | -39830 | -37096 | -39830 | -333517 | -179620 | -333517 |
Avg Bars in Trades | 137 | 108 | 167 | 137 | 108 | 167 |
Avg Bars in Winners | 193 | 142 | 240 | 193 | 142 | 240 |
Avg Bars in Losers | 88 | 79 | 97 | 88 | 79 | 97 |
Bars Traded | 14627 | 5728 | 8899 | 14627 | 5728 | 8899 |
Profit Streak | 0 | 0 | 250.6297 | 0 | 0 | 250.6297 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331106 | -194796 | -332509 | -270120 | -277377 | -759824 |
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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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