Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389472.9705 | 378497.5536 | 10975.4169 | 18353.2625 | 90203.3238 | -71850.0613 |
Total P&L (%) | 389.473 | 378.4976 | 10.9754 | 18.3533 | 90.2033 | -71.8501 |
Avg Daily Profit (%) | 0.1692 | 0.1644 | 0.0048 | 0.0073 | 0.0279 | -0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120225 | -154743 | -39250 | -439153 | -429228 | -83935 |
Profit Factor | 1.66 | 1.9731 | 1.0546 | 1.0157 | 1.1131 | 0.8067 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 59.4059 | 56.8627 | 62 | 59.4059 | 56.8627 | 62 |
Ratio Avg Win / Avg Loss | 1.1343 | 1.4968 | 0.6463 | 0.6941 | 0.8444 | 0.4945 |
Largest Winning Trade | 306173 | 306173 | 22091 | 256368 | 256368 | 28021 |
Largest Losing Trade | -59454 | -59454 | -26013 | -205513 | -205513 | -83935 |
Avg Bars in Trades | 129 | 212 | 43 | 129 | 212 | 43 |
Avg Bars in Winners | 125 | 221 | 36 | 125 | 221 | 36 |
Avg Bars in Losers | 133 | 202 | 54 | 133 | 202 | 54 |
Bars Traded | 13033 | 10860 | 2173 | 13033 | 10860 | 2173 |
Profit Streak | 0 | 0 | 84.3942 | 0 | 0 | 84.3942 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391635 | -169211 | -662008 | -394478 | -432562 | -758719 |
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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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