Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345403.1123 | 279183.817 | 66219.2953 | -72572.72 | 271798.4168 | -344371.1367 |
Total P&L (%) | 345.4031 | 279.1838 | 66.2193 | -72.5727 | 271.7984 | -344.3711 |
Avg Daily Profit (%) | 0.1816 | 0.1467 | 0.0348 | -0.068 | 0.069 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199912 | -102696 | -259842 | -353980 | -131441 | -466477 |
Profit Factor | 1.4353 | 1.8986 | 1.1371 | 0.9496 | 1.5937 | 0.6493 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 54.902 | 56.8627 | 52.9412 | 54.902 | 56.8627 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.179 | 1.4403 | 1.0108 | 0.78 | 1.209 | 0.5772 |
Largest Winning Trade | 83084 | 83084 | 58417 | 119464 | 75285 | 119464 |
Largest Losing Trade | -90889 | -44843 | -90889 | -196150 | -86884 | -196150 |
Avg Bars in Trades | 35 | 19 | 51 | 35 | 19 | 51 |
Avg Bars in Winners | 30 | 16 | 45 | 30 | 16 | 45 |
Avg Bars in Losers | 42 | 23 | 59 | 42 | 23 | 59 |
Bars Traded | 3639 | 993 | 2645 | 3639 | 993 | 2645 |
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 | 334106 | -173539 | -396005 | -579871 | -277751 | -760452 |
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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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