Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495850.3305 | 485536.984 | 10313.3465 | 33134.0134 | 139963.2945 | -106829.2811 |
Total P&L (%) | 495.8503 | 485.537 | 10.3133 | 33.134 | 139.9633 | -106.8293 |
Avg Daily Profit (%) | 0.2644 | 0.2589 | 0.0055 | 0.0153 | 0.0467 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104058 | -82074 | -119529 | -168032 | -129564 | -89845 |
Profit Factor | 1.4423 | 1.8568 | 1.0186 | 1.0407 | 1.3294 | 0.726 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Profitability (%) | 47.3171 | 47.5728 | 47.0588 | 47.3171 | 47.5728 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.6059 | 2.0463 | 1.1459 | 1.1587 | 1.4651 | 0.8168 |
Largest Winning Trade | 341718 | 341718 | 35842 | 219430 | 219430 | 43931 |
Largest Losing Trade | -58224 | -35219 | -58224 | -66599 | -66599 | -39956 |
Avg Bars in Trades | 51 | 47 | 56 | 51 | 47 | 56 |
Avg Bars in Winners | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Losers | 42 | 34 | 50 | 42 | 34 | 50 |
Bars Traded | 10651 | 4934 | 5717 | 10651 | 4934 | 5717 |
Profit Streak | 0 | 0 | 21.4468 | 0 | 0 | 21.4468 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369572 | 375286 | -542440 | -351059 | -131523 | -581653 |
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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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