Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516440.0667 | 216770.4089 | 299669.6578 | 2282525.4926 | -59643.686 | 2342169.1785 |
Total P&L (%) | 516.4401 | 216.7704 | 299.6697 | 2282.5255 | -59.6437 | 2342.1692 |
Avg Daily Profit (%) | 0.3388 | 0.1422 | 0.1966 | 0.2082 | -0.0595 | 0.2099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49236 | -59867 | -36281 | -1299656 | -1554523 | -854019 |
Profit Factor | 2.2752 | 2.0413 | 2.5228 | 1.353 | 0.9822 | 1.7513 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 49.3976 | 38.0952 | 60.9756 | 49.3976 | 38.0952 | 60.9756 |
Ratio Avg Win / Avg Loss | 2.3307 | 3.317 | 1.6146 | 1.386 | 1.5961 | 1.1209 |
Largest Winning Trade | 175042 | 175042 | 64743 | 808735 | 808735 | 657679 |
Largest Losing Trade | -31070 | -19153 | -31070 | -854019 | -504391 | -854019 |
Avg Bars in Trades | 108 | 76 | 140 | 108 | 76 | 140 |
Avg Bars in Winners | 158 | 106 | 192 | 158 | 106 | 192 |
Avg Bars in Losers | 58 | 57 | 60 | 58 | 57 | 60 |
Bars Traded | 8974 | 3194 | 5780 | 8974 | 3194 | 5780 |
Profit Streak | 15.1921 | 37.5255 | 0 | 15.1921 | 37.5255 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454628 | -3338 | 498950 | 273185 | -582041 | 424435 |
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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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