Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840644.981 | 826410.5785 | 14234.4025 | -27132.1695 | 770338.5459 | -797470.7155 |
Total P&L (%) | 840.645 | 826.4106 | 14.2344 | -27.1322 | 770.3385 | -797.4707 |
Avg Daily Profit (%) | 0.3563 | 0.3503 | 0.006 | -0.0134 | 0.0918 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163028 | -185109 | -127347 | -1504751 | -809209 | -1132024 |
Profit Factor | 2.1249 | 2.9951 | 1.0427 | 0.992 | 1.5149 | 0.5782 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 39.1304 | 28.2609 | 50 | 39.1304 | 28.2609 | 50 |
Ratio Avg Win / Avg Loss | 3.3054 | 7.6028 | 1.0427 | 1.5431 | 3.8456 | 0.5782 |
Largest Winning Trade | 896729 | 896729 | 52884 | 1399825 | 1399825 | 395674 |
Largest Losing Trade | -48139 | -35435 | -48139 | -559936 | -138238 | -559936 |
Avg Bars in Trades | 99 | 141 | 57 | 99 | 141 | 57 |
Avg Bars in Winners | 158 | 313 | 70 | 158 | 313 | 70 |
Avg Bars in Losers | 61 | 73 | 45 | 61 | 73 | 45 |
Bars Traded | 9157 | 6493 | 2664 | 9157 | 6493 | 2664 |
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 | 339604 | -326 | -392246 | -581981 | -82911 | -580704 |
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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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