Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557741.5323 | 565708.4707 | -7966.9385 | -43214.7209 | -25837.6384 | -17377.0825 |
Total P&L (%) | 557.7415 | 565.7085 | -7.9669 | -43.2147 | -25.8376 | -17.3771 |
Avg Daily Profit (%) | 0.2315 | 0.2348 | -0.0033 | -0.0235 | -0.0124 | -0.0079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182526 | -153921 | -31282 | -437861 | -415938 | -38492 |
Profit Factor | 1.9805 | 2.118 | 0.8732 | 0.9465 | 0.9646 | 0.7789 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 46.3158 | 44.6809 | 47.9167 | 46.3158 | 44.6809 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.2956 | 2.6223 | 0.9491 | 1.0971 | 1.1943 | 0.8466 |
Largest Winning Trade | 372810 | 372810 | 8129 | 213593 | 213593 | 10283 |
Largest Losing Trade | -61504 | -61504 | -8395 | -239874 | -239874 | -21124 |
Avg Bars in Trades | 100 | 199 | 2 | 100 | 199 | 2 |
Avg Bars in Winners | 111 | 230 | 2 | 111 | 230 | 2 |
Avg Bars in Losers | 90 | 174 | 2 | 90 | 174 | 2 |
Bars Traded | 9511 | 9388 | 123 | 9511 | 9388 | 123 |
Profit Streak | 0 | 176.2808 | 0 | 0 | 176.2808 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392043 | 408433 | -581221 | -580290 | -580129 | -581221 |
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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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