Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1668779.1564 | 1758368.2078 | -89589.0514 | -28111.4364 | 131292.03 | -159403.4664 |
Total P&L (%) | 1668.7792 | 1758.3682 | -89.5891 | -28.1114 | 131.292 | -159.4035 |
Avg Daily Profit (%) | 0.7178 | 0.7563 | -0.0385 | -0.0142 | 0.0361 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131633 | -73485 | -195233 | -300561 | -201337 | -183664 |
Profit Factor | 3.1611 | 6.4527 | 0.8008 | 0.9661 | 1.3265 | 0.6264 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 45.6311 | 44.2308 | 47.0588 | 45.6311 | 44.2308 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.7664 | 8.136 | 0.9009 | 1.1511 | 1.6725 | 0.7047 |
Largest Winning Trade | 1757408 | 1757408 | 90509 | 271574 | 271574 | 67469 |
Largest Losing Trade | -45961 | -33303 | -45961 | -109654 | -109654 | -85123 |
Avg Bars in Trades | 41 | 31 | 50 | 41 | 31 | 50 |
Avg Bars in Winners | 66 | 50 | 83 | 66 | 50 | 83 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 4227 | 1634 | 2593 | 4227 | 1634 | 2593 |
Profit Streak | 0 | 0 | 81.3939 | 0 | 0 | 81.3939 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614846 | -160978 | -760518 | -580536 | -325653 | -760518 |
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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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