Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959716.9697 | 961251.9435 | -1534.9739 | 46416.6313 | 1091815.3943 | -1045398.763 |
Total P&L (%) | 959.717 | 961.2519 | -1.535 | 46.4166 | 1091.8154 | -1045.3988 |
Avg Daily Profit (%) | 0.4145 | 0.4151 | -0.0007 | 0.0165 | 0.1071 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213713 | -154223 | -231524 | -1640316 | -791974 | -1203709 |
Profit Factor | 1.9359 | 2.8442 | 0.997 | 1.0124 | 1.6045 | 0.464 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 37.931 | 34.4828 | 41.3793 | 37.931 | 34.4828 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.1678 | 5.404 | 1.4124 | 1.6566 | 3.0486 | 0.6573 |
Largest Winning Trade | 383091 | 383091 | 81261 | 1354709 | 1354709 | 164830 |
Largest Losing Trade | -63643 | -42050 | -63643 | -646150 | -646150 | -618811 |
Avg Bars in Trades | 77 | 67 | 87 | 77 | 67 | 87 |
Avg Bars in Winners | 135 | 114 | 153 | 135 | 114 | 153 |
Avg Bars in Losers | 42 | 42 | 41 | 42 | 42 | 41 |
Bars Traded | 9007 | 3918 | 5089 | 9007 | 3918 | 5089 |
Profit Streak | 0 | 0 | 50.5404 | 0 | 0 | 50.5404 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329827 | -171061 | -761954 | -382709 | -232949 | -763621 |
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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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