Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935972.8339 | 1041875.7388 | -105902.9048 | -94278.6754 | 483503.918 | -577782.5935 |
Total P&L (%) | 935.9728 | 1041.8757 | -105.9029 | -94.2787 | 483.5039 | -577.7826 |
Avg Daily Profit (%) | 0.5071 | 0.5645 | -0.0574 | -0.1549 | 0.0956 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -407577 | -289664 | -133388 | -1352170 | -773522 | -591589 |
Profit Factor | 2.1191 | 2.8887 | 0.6281 | 0.9417 | 1.4862 | 0.0715 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 37.6147 | 33.3333 | 41.8182 | 37.6147 | 33.3333 | 41.8182 |
Ratio Avg Win / Avg Loss | 3.5146 | 5.7774 | 0.8738 | 1.5618 | 2.9724 | 0.0995 |
Largest Winning Trade | 1245589 | 1245589 | 33134 | 1256977 | 1256977 | 9798 |
Largest Losing Trade | -63557 | -63557 | -33399 | -450636 | -450636 | -355564 |
Avg Bars in Trades | 190 | 299 | 83 | 190 | 299 | 83 |
Avg Bars in Winners | 261 | 452 | 112 | 261 | 452 | 112 |
Avg Bars in Losers | 147 | 223 | 63 | 147 | 223 | 63 |
Bars Traded | 20789 | 16186 | 4602 | 20789 | 16186 | 4602 |
Profit Streak | 0 | 95.0428 | 0 | 0 | 95.0428 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365968 | -169587 | -764015 | -582526 | -249248 | -764015 |
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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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