Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333990.3696 | 133214.8064 | 200775.5632 | 311852.1116 | -323467.8585 | 635319.9701 |
Total P&L (%) | 333.9904 | 133.2148 | 200.7756 | 311.8521 | -323.4679 | 635.32 |
Avg Daily Profit (%) | 0.321 | 0.128 | 0.193 | 0.1361 | 0 | 0.1919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115891 | -119118 | -51393 | -466929 | -603621 | -171848 |
Profit Factor | 1.6485 | 1.3747 | 2.2587 | 1.1765 | 0.7493 | 2.3327 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 60.396 | 52.9412 | 68 | 60.396 | 52.9412 | 68 |
Ratio Avg Win / Avg Loss | 1.081 | 1.222 | 1.0629 | 0.7715 | 0.666 | 1.0977 |
Largest Winning Trade | 177188 | 177188 | 33810 | 177188 | 177188 | 114858 |
Largest Losing Trade | -36443 | -36443 | -21698 | -147303 | -147303 | -104185 |
Avg Bars in Trades | 59 | 67 | 51 | 59 | 67 | 51 |
Avg Bars in Winners | 55 | 63 | 49 | 55 | 63 | 49 |
Avg Bars in Losers | 64 | 71 | 54 | 64 | 71 | 54 |
Bars Traded | 5981 | 3429 | 2552 | 5981 | 3429 | 2552 |
Profit Streak | 0 | 0 | 35.9026 | 0 | 0 | 35.9026 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442167 | -201233 | -165981 | -37737 | -760452 | -165431 |
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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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