Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257880.8909 | 248699.0649 | 9181.8261 | -355136.3258 | -468976.8185 | 113840.4927 |
Total P&L (%) | 257.8809 | 248.6991 | 9.1818 | -355.1363 | -468.9768 | 113.8405 |
Avg Daily Profit (%) | 0.1629 | 0.1571 | 0.0058 | 0 | 0 | 0.048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201382 | -97024 | -205067 | -2651641 | -1705269 | -1862366 |
Profit Factor | 1.3132 | 1.6811 | 1.02 | 0.9465 | 0.8514 | 1.0327 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 57 | 26 | 31 | 50 | 24 | 26 |
Losing Trades | 44 | 25 | 19 | 51 | 27 | 24 |
Profitability (%) | 56.4356 | 50.9804 | 62 | 49.505 | 47.0588 | 52 |
Ratio Avg Win / Avg Loss | 1.0137 | 1.6165 | 0.6252 | 0.9654 | 0.9579 | 0.9533 |
Largest Winning Trade | 190099 | 190099 | 49231 | 512858 | 315751 | 512858 |
Largest Losing Trade | -173403 | -38463 | -173403 | -1645712 | -530743 | -1645712 |
Avg Bars in Trades | 61 | 49 | 72 | 61 | 49 | 72 |
Avg Bars in Winners | 49 | 39 | 57 | 64 | 47 | 80 |
Avg Bars in Losers | 75 | 60 | 96 | 57 | 51 | 64 |
Bars Traded | 6167 | 2545 | 3622 | 6167 | 2545 | 3622 |
Profit Streak | 0 | 0 | 57.1306 | 32.1306 | 43.3806 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308554 | -169489 | -728950 | -580161 | -761424 | -494775 |
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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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