Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668727.2761 | 575236.1766 | 93491.0995 | 150637.153 | 323921.3623 | -173284.2093 |
Total P&L (%) | 668.7273 | 575.2362 | 93.4911 | 150.6372 | 323.9214 | -173.2842 |
Avg Daily Profit (%) | 0.3609 | 0.3104 | 0.0505 | 0.0496 | 0.078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197228 | -124511 | -112255 | -721979 | -327425 | -504996 |
Profit Factor | 2.2069 | 3.1455 | 1.3269 | 1.0759 | 1.3738 | 0.8449 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 35.1351 | 32.7273 | 37.5 | 35.1351 | 32.7273 | 37.5 |
Ratio Avg Win / Avg Loss | 4.0743 | 6.4657 | 2.2116 | 1.9863 | 2.8239 | 1.4082 |
Largest Winning Trade | 629793 | 629793 | 60857 | 594539 | 594539 | 196073 |
Largest Losing Trade | -54594 | -25215 | -54594 | -379533 | -93825 | -379533 |
Avg Bars in Trades | 31 | 22 | 39 | 31 | 22 | 39 |
Avg Bars in Winners | 70 | 50 | 88 | 70 | 50 | 88 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 3484 | 1249 | 2235 | 3484 | 1249 | 2235 |
Profit Streak | 8.1684 | 0 | 12.1684 | 8.1684 | 0 | 12.1684 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316804 | -171780 | -308748 | -267385 | -273962 | -763684 |
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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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