Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201919.396 | 326077.8615 | -124158.4656 | -104786.5965 | -881299.6754 | 776513.0789 |
Total P&L (%) | 201.9194 | 326.0779 | -124.1585 | -104.7866 | -881.2997 | 776.5131 |
Avg Daily Profit (%) | 0.1367 | 0.2207 | -0.084 | 0 | 0 | 0.147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -428702 | -267108 | -254402 | -2055393 | -1823432 | -417693 |
Profit Factor | 1.2106 | 1.6761 | 0.7393 | 0.9585 | 0.5412 | 2.284 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 13 | 23 | 54 | 26 | 28 |
Losing Trades | 56 | 33 | 23 | 38 | 20 | 18 |
Profitability (%) | 39.1304 | 28.2609 | 50 | 58.6957 | 56.5217 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.8832 | 4.2547 | 0.7393 | 0.6745 | 0.4163 | 1.4683 |
Largest Winning Trade | 447083 | 447083 | 41542 | 447083 | 447083 | 332161 |
Largest Losing Trade | -152896 | -43756 | -152896 | -815130 | -815130 | -343928 |
Avg Bars in Trades | 46 | 53 | 38 | 46 | 53 | 38 |
Avg Bars in Winners | 59 | 78 | 48 | 41 | 47 | 36 |
Avg Bars in Losers | 37 | 43 | 29 | 52 | 61 | 42 |
Bars Traded | 4248 | 2457 | 1790 | 4248 | 2457 | 1790 |
Profit Streak | 17.1857 | 25.8524 | 17.1857 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12832 | -3853 | -580134 | -579405 | -579859 | 302193 |
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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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