Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282244.0446 | 244736.5716 | 37507.473 | 156555.9962 | 283856.7413 | -127300.7451 |
Total P&L (%) | 282.244 | 244.7366 | 37.5075 | 156.556 | 283.8567 | -127.3007 |
Avg Daily Profit (%) | 0.271 | 0.2349 | 0.036 | 0.0905 | 0.1292 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81093 | -38430 | -78885 | -337917 | -115336 | -320199 |
Profit Factor | 1.5901 | 2.7026 | 1.1121 | 1.1308 | 1.8632 | 0.8534 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 42.3077 | 44.2308 | 40.3846 | 42.3077 | 44.2308 | 40.3846 |
Ratio Avg Win / Avg Loss | 2.1683 | 3.4077 | 1.6417 | 1.542 | 2.3493 | 1.2598 |
Largest Winning Trade | 196463 | 196463 | 60637 | 287955 | 287955 | 133134 |
Largest Losing Trade | -28956 | -15301 | -28956 | -93308 | -49289 | -93308 |
Avg Bars in Trades | 236 | 123 | 349 | 236 | 123 | 349 |
Avg Bars in Winners | 411 | 196 | 645 | 411 | 196 | 645 |
Avg Bars in Losers | 107 | 64 | 148 | 107 | 64 | 148 |
Bars Traded | 24549 | 6396 | 18153 | 24549 | 6396 | 18153 |
Profit Streak | 0 | 0 | 60.869 | 0 | 0 | 60.869 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305301 | -169222 | -426152 | -150440 | -199284 | -761930 |
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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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