Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378827.5896 | 399684.628 | -20857.0384 | 1871.7391 | -163125.7111 | 164997.4503 |
Total P&L (%) | 378.8276 | 399.6846 | -20.857 | 1.8717 | -163.1257 | 164.9975 |
Avg Daily Profit (%) | 0.1994 | 0.2104 | -0.011 | 0.001 | 0 | 0.0513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183134 | -154369 | -59031 | -1718676 | -1539634 | -201737 |
Profit Factor | 1.5868 | 1.7702 | 0.8354 | 1.0005 | 0.9484 | 1.3466 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 44.1176 | 45.098 | 43.1373 | 44.1176 | 45.098 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.0099 | 2.155 | 1.1011 | 1.2673 | 1.1546 | 1.7751 |
Largest Winning Trade | 214966 | 214966 | 15583 | 768423 | 768423 | 142283 |
Largest Losing Trade | -55222 | -55222 | -22650 | -643397 | -643397 | -73280 |
Avg Bars in Trades | 212 | 419 | 5 | 212 | 419 | 5 |
Avg Bars in Winners | 182 | 353 | 4 | 182 | 353 | 4 |
Avg Bars in Losers | 235 | 472 | 5 | 235 | 472 | 5 |
Bars Traded | 21631 | 21373 | 258 | 21631 | 21373 | 258 |
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 | 307700 | -170895 | -761557 | -579259 | -761072 | -305363 |
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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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