Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432965.8763 | 475277.0673 | -42311.191 | -1126890.5343 | -131284.1533 | -995606.381 |
Total P&L (%) | 432.9659 | 475.2771 | -42.3112 | -1126.8905 | -131.2842 | -995.6064 |
Avg Daily Profit (%) | 0.2236 | 0.2455 | -0.0219 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243774 | -57197 | -265423 | -1584524 | -392607 | -1269433 |
Profit Factor | 1.5169 | 2.7642 | 0.9255 | 0.6927 | 0.9004 | 0.5762 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 44 | 16 | 28 | 55 | 33 | 22 |
Losing Trades | 55 | 34 | 21 | 44 | 17 | 27 |
Profitability (%) | 44.4444 | 32 | 57.1429 | 55.5556 | 66 | 44.898 |
Ratio Avg Win / Avg Loss | 1.8962 | 5.874 | 0.6941 | 0.5542 | 0.4638 | 0.7072 |
Largest Winning Trade | 200215 | 200215 | 62651 | 307087 | 133243 | 307087 |
Largest Losing Trade | -198819 | -27525 | -198819 | -557209 | -392607 | -557209 |
Avg Bars in Trades | 57 | 28 | 86 | 57 | 28 | 86 |
Avg Bars in Winners | 92 | 50 | 116 | 41 | 19 | 73 |
Avg Bars in Losers | 29 | 17 | 47 | 77 | 45 | 97 |
Bars Traded | 5672 | 1421 | 4251 | 5672 | 1421 | 4251 |
Profit Streak | 0 | 0 | 0 | 62.0131 | 62.0131 | 77.6798 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304091 | -173492 | -579755 | -578819 | -757921 | -582108 |
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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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