Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450065.3114 | 395549.2953 | 54516.0161 | 18712.9811 | -465861.6961 | 484574.6772 |
Total P&L (%) | 450.0653 | 395.5493 | 54.516 | 18.713 | -465.8617 | 484.5747 |
Avg Daily Profit (%) | 0.2069 | 0.1819 | 0.0251 | 0.0079 | 0 | 0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229392 | -143283 | -109598 | -2342872 | -1611730 | -775963 |
Profit Factor | 1.6416 | 2.1865 | 1.1481 | 1.0039 | 0.821 | 1.2203 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 50.4951 | 43.1373 | 58 | 50.4951 | 43.1373 | 58 |
Ratio Avg Win / Avg Loss | 1.6095 | 2.8823 | 0.8314 | 0.9842 | 1.0823 | 0.8836 |
Largest Winning Trade | 350183 | 350183 | 53306 | 812540 | 461976 | 812540 |
Largest Losing Trade | -46709 | -42981 | -46709 | -1058037 | -1058037 | -461335 |
Avg Bars in Trades | 80 | 71 | 91 | 80 | 71 | 91 |
Avg Bars in Winners | 97 | 99 | 96 | 97 | 99 | 96 |
Avg Bars in Losers | 64 | 49 | 84 | 64 | 49 | 84 |
Bars Traded | 8177 | 3626 | 4551 | 8177 | 3626 | 4551 |
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 | 400391 | -171097 | -398706 | -407612 | -761835 | -265608 |
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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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