Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286692.8572 | 278755.565 | 7937.2922 | -58676.6661 | 570965.8513 | -629642.5174 |
Total P&L (%) | 286.6929 | 278.7556 | 7.9373 | -58.6767 | 570.9659 | -629.6425 |
Avg Daily Profit (%) | 0.1619 | 0.1574 | 0.0045 | -0.0499 | 0.1075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208073 | -69229 | -207747 | -941340 | -414022 | -1274065 |
Profit Factor | 1.3473 | 1.789 | 1.0168 | 0.9728 | 1.815 | 0.5683 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 54.4554 | 50.9804 | 58 | 54.4554 | 50.9804 | 58 |
Ratio Avg Win / Avg Loss | 1.1268 | 1.7202 | 0.7363 | 0.8136 | 1.7452 | 0.4116 |
Largest Winning Trade | 90602 | 90602 | 76209 | 398204 | 398204 | 294499 |
Largest Losing Trade | -73039 | -32535 | -73039 | -697894 | -250557 | -697894 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 52 | 46 | 59 | 52 | 46 | 59 |
Avg Bars in Losers | 46 | 48 | 44 | 46 | 48 | 44 |
Bars Traded | 5055 | 2405 | 2650 | 5055 | 2405 | 2650 |
Profit Streak | 0 | 0 | 68.5756 | 0 | 0 | 68.5756 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306512 | -169278 | -734774 | -579931 | -225512 | -759237 |
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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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