Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1078133.8821 | 1024045.0371 | 54088.845 | -182422.1351 | -10925.9687 | -171496.1664 |
Total P&L (%) | 1078.1339 | 1024.045 | 54.0888 | -182.4221 | -10.926 | -171.4962 |
Avg Daily Profit (%) | 0.4582 | 0.4352 | 0.023 | 0 | -0.0049 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175710 | -74361 | -204357 | -396848 | -144715 | -299811 |
Profit Factor | 2.4453 | 3.9276 | 1.1365 | 0.7523 | 0.9618 | 0.6192 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 36 | 14 | 22 | 53 | 29 | 24 |
Losing Trades | 57 | 33 | 24 | 40 | 18 | 22 |
Profitability (%) | 38.7097 | 29.7872 | 47.8261 | 56.9892 | 61.7021 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.8718 | 9.258 | 1.2399 | 0.5678 | 0.597 | 0.5676 |
Largest Winning Trade | 985254 | 985254 | 68413 | 65400 | 46462 | 65400 |
Largest Losing Trade | -108830 | -30536 | -108830 | -102940 | -52754 | -102940 |
Avg Bars in Trades | 74 | 59 | 89 | 74 | 59 | 89 |
Avg Bars in Winners | 128 | 103 | 144 | 48 | 42 | 55 |
Avg Bars in Losers | 40 | 41 | 40 | 109 | 88 | 127 |
Bars Traded | 6957 | 2819 | 4138 | 6957 | 2819 | 4138 |
Profit Streak | 0 | 0 | 0 | 39.9432 | 39.9432 | 154.9432 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387413 | 303200 | -234329 | -578636 | -578632 | -579040 |
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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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