Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341703.97 | 323459.9951 | 18243.9749 | -50570.7642 | -50512.0548 | -58.7094 |
Total P&L (%) | 341.704 | 323.46 | 18.244 | -50.5708 | -50.5121 | -0.0587 |
Avg Daily Profit (%) | 0.164 | 0.1553 | 0.0088 | -0.0338 | -0.0338 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139093 | -129583 | -18759 | -852990 | -822365 | -93109 |
Profit Factor | 1.6278 | 1.6785 | 1.2699 | 0.973 | 0.9699 | 0.9997 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 61.4679 | 59.2593 | 63.6364 | 61.4679 | 59.2593 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.0204 | 1.154 | 0.7257 | 0.6099 | 0.6668 | 0.5713 |
Largest Winning Trade | 191865 | 191865 | 8283 | 377774 | 377774 | 41655 |
Largest Losing Trade | -85076 | -85076 | -16120 | -398134 | -398134 | -56176 |
Avg Bars in Trades | 223 | 449 | 2 | 223 | 449 | 2 |
Avg Bars in Winners | 108 | 225 | 1 | 108 | 225 | 1 |
Avg Bars in Losers | 407 | 774 | 3 | 407 | 774 | 3 |
Bars Traded | 24380 | 24265 | 115 | 24380 | 24265 | 115 |
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 | 398183 | -169547 | -368966 | -579001 | -759633 | -758787 |
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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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