Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119584.2911 | 84943.6914 | 34640.5998 | -758.3073 | 138473.9623 | -139232.2696 |
Total P&L (%) | 119.5843 | 84.9437 | 34.6406 | -0.7583 | 138.474 | -139.2323 |
Avg Daily Profit (%) | 0.4592 | 0.3262 | 0.133 | -0.0029 | 0.3343 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83574 | -14271 | -83574 | -312330 | -45514 | -312330 |
Profit Factor | 1.4982 | 1.9931 | 1.2242 | 0.9987 | 2.0154 | 0.6888 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 69.9029 | 66.6667 | 73.0769 | 69.9029 | 66.6667 | 73.0769 |
Ratio Avg Win / Avg Loss | 0.645 | 0.9965 | 0.451 | 0.43 | 1.0077 | 0.2538 |
Largest Winning Trade | 20953 | 16122 | 20953 | 37983 | 37983 | 26378 |
Largest Losing Trade | -83574 | -30838 | -83574 | -312330 | -30989 | -312330 |
Avg Bars in Trades | 233 | 243 | 223 | 233 | 243 | 223 |
Avg Bars in Winners | 127 | 141 | 115 | 127 | 141 | 115 |
Avg Bars in Losers | 479 | 446 | 518 | 479 | 446 | 518 |
Bars Traded | 24049 | 12412 | 11637 | 24049 | 12412 | 11637 |
Profit Streak | 0 | 14.0368 | 0 | 0 | 14.0368 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403234 | -168985 | -198653 | -579041 | -167206 | -759237 |
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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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