Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383325.9005 | 332857.1201 | 50468.7804 | -66191.7803 | 163578.077 | -229769.8573 |
Total P&L (%) | 383.3259 | 332.8571 | 50.4688 | -66.1918 | 163.5781 | -229.7699 |
Avg Daily Profit (%) | 0.2016 | 0.1751 | 0.0265 | -0.057 | 0.051 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193229 | -136585 | -152672 | -382851 | -263683 | -318905 |
Profit Factor | 1.4603 | 1.9586 | 1.1039 | 0.9636 | 1.2331 | 0.7941 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 48.2143 | 48.2143 | 48.2143 | 48.2143 | 48.2143 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.5684 | 2.1037 | 1.1857 | 1.035 | 1.3244 | 0.853 |
Largest Winning Trade | 159753 | 159753 | 58404 | 187615 | 187615 | 120265 |
Largest Losing Trade | -87185 | -37869 | -87185 | -236511 | -147909 | -236511 |
Avg Bars in Trades | 97 | 60 | 135 | 97 | 60 | 135 |
Avg Bars in Winners | 114 | 57 | 172 | 114 | 57 | 172 |
Avg Bars in Losers | 82 | 64 | 100 | 82 | 64 | 100 |
Bars Traded | 10975 | 3404 | 7571 | 10975 | 3404 | 7571 |
Profit Streak | 517.836 | 0 | 520.6693 | 517.836 | 0 | 520.6693 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359873 | -169621 | -445083 | -578924 | -305898 | -760943 |
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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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