Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486053.0352 | 438738.9025 | 47314.1328 | 26454.5483 | 375892.1334 | -349437.5852 |
Total P&L (%) | 486.053 | 438.7389 | 47.3141 | 26.4545 | 375.8921 | -349.4376 |
Avg Daily Profit (%) | 0.3015 | 0.2722 | 0.0294 | 0.0146 | 0.0968 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148563 | -130731 | -80269 | -937620 | -714518 | -466108 |
Profit Factor | 1.7145 | 2.295 | 1.1386 | 1.0101 | 1.2918 | 0.736 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 49.505 | 39.2157 | 60 | 49.505 | 39.2157 | 60 |
Ratio Avg Win / Avg Loss | 1.7488 | 3.5573 | 0.759 | 1.0303 | 2.0023 | 0.4907 |
Largest Winning Trade | 325696 | 325696 | 61168 | 478525 | 478525 | 123476 |
Largest Losing Trade | -61847 | -49612 | -61847 | -522969 | -522969 | -257375 |
Avg Bars in Trades | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Winners | 38 | 27 | 46 | 38 | 27 | 46 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 3025 | 1276 | 1748 | 3025 | 1276 | 1748 |
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 | 435319 | -171364 | -403772 | -385850 | -246537 | -759537 |
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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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