Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781129.385 | 671787.5614 | 109341.8237 | 406386.3984 | 439569.7604 | -33183.3619 |
Total P&L (%) | 781.1294 | 671.7876 | 109.3418 | 406.3864 | 439.5698 | -33.1834 |
Avg Daily Profit (%) | 0.49 | 0.4214 | 0.0686 | 0.1018 | 0.1058 | -0.0253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103083 | -100823 | -102331 | -682030 | -458894 | -750320 |
Profit Factor | 2.0654 | 2.6396 | 1.338 | 1.1402 | 1.2994 | 0.9768 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 33.6283 | 26.3158 | 41.0714 | 33.6283 | 26.3158 | 41.0714 |
Ratio Avg Win / Avg Loss | 4.0764 | 7.3908 | 1.9198 | 2.2505 | 3.6384 | 1.4015 |
Largest Winning Trade | 467064 | 467064 | 69187 | 580690 | 580690 | 283694 |
Largest Losing Trade | -39984 | -24869 | -39984 | -287023 | -110050 | -287023 |
Avg Bars in Trades | 166 | 147 | 186 | 166 | 147 | 186 |
Avg Bars in Winners | 308 | 313 | 304 | 308 | 313 | 304 |
Avg Bars in Losers | 95 | 88 | 103 | 95 | 88 | 103 |
Bars Traded | 18836 | 8403 | 10433 | 18836 | 8403 | 10433 |
Profit Streak | 0 | 0 | 48.2347 | 0 | 0 | 48.2347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301556 | -189383 | -282883 | -128271 | -254892 | -762077 |
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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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