Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302963.0324 | 309785.0021 | -6821.9697 | -178929.4721 | -48341.8181 | -130587.654 |
Total P&L (%) | 302.963 | 309.785 | -6.822 | -178.9295 | -48.3418 | -130.5877 |
Avg Daily Profit (%) | 0.1626 | 0.1662 | -0.0037 | 0 | -0.0354 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212553 | -110002 | -211080 | -464948 | -313581 | -322150 |
Profit Factor | 1.3141 | 1.739 | 0.9875 | 0.8827 | 0.9276 | 0.8477 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 51.9231 | 50 | 53.8462 | 51.9231 | 50 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2168 | 1.739 | 0.8464 | 0.8173 | 0.9276 | 0.7266 |
Largest Winning Trade | 101054 | 101054 | 51215 | 83596 | 83596 | 78200 |
Largest Losing Trade | -133666 | -45936 | -133666 | -174542 | -97135 | -174542 |
Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Winners | 43 | 44 | 41 | 45 | 46 | 43 |
Avg Bars in Losers | 60 | 48 | 73 | 58 | 46 | 70 |
Bars Traded | 5349 | 2430 | 2919 | 5349 | 2430 | 2919 |
Profit Streak | 18.2894 | 0 | 65.6227 | 0 | 48.9561 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308180 | -169426 | -759363 | -580252 | -760270 | -760334 |
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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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