Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678339.3499 | 577395.8948 | 100943.4551 | 414392.095 | -217683.6339 | 632075.7289 |
Total P&L (%) | 678.3394 | 577.3959 | 100.9435 | 414.3921 | -217.6836 | 632.0757 |
Avg Daily Profit (%) | 0.4217 | 0.3589 | 0.0627 | 0.1019 | 0 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97080 | -95952 | -86022 | -1251978 | -1284803 | -561893 |
Profit Factor | 2.1092 | 2.5641 | 1.4165 | 1.0826 | 0.9328 | 1.3553 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 35.1648 | 26.087 | 44.4444 | 35.1648 | 26.087 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.8889 | 7.265 | 1.7706 | 1.996 | 2.643 | 1.6941 |
Largest Winning Trade | 354204 | 354204 | 54042 | 958423 | 958423 | 442825 |
Largest Losing Trade | -32180 | -32180 | -31911 | -306020 | -306020 | -210230 |
Avg Bars in Trades | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Winners | 128 | 148 | 116 | 128 | 148 | 116 |
Avg Bars in Losers | 33 | 38 | 26 | 33 | 38 | 26 |
Bars Traded | 6064 | 3070 | 2994 | 6064 | 3070 | 2994 |
Profit Streak | 0 | 0 | 56.6796 | 0 | 0 | 56.6796 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303005 | -10665 | -108770 | -191121 | -602950 | -27298 |
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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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