Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497047.4867 | 736156.1517 | -239108.665 | -99948.3338 | -81498.3211 | -18450.0127 |
Total P&L (%) | 497.0475 | 736.1562 | -239.1087 | -99.9483 | -81.4983 | -18.45 |
Avg Daily Profit (%) | 0.2092 | 0.3098 | -0.1006 | -0.318 | -0.071 | -0.0086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297708 | -201348 | -364018 | -243624 | -154579 | -91947 |
Profit Factor | 1.434 | 2.2595 | 0.5735 | 0.6295 | 0.5246 | 0.8123 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 53 | 27 | 26 | 51 | 25 | 26 |
Losing Trades | 40 | 19 | 21 | 42 | 21 | 21 |
Profitability (%) | 56.9892 | 58.6957 | 55.3191 | 54.8387 | 54.3478 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.0823 | 1.59 | 0.4632 | 0.5184 | 0.4407 | 0.6561 |
Largest Winning Trade | 269300 | 269300 | 40258 | 53337 | 53337 | 40258 |
Largest Losing Trade | -110186 | -72076 | -110186 | -107956 | -107956 | -46083 |
Avg Bars in Trades | 46 | 70 | 23 | 46 | 70 | 23 |
Avg Bars in Winners | 29 | 40 | 18 | 32 | 42 | 22 |
Avg Bars in Losers | 69 | 112 | 30 | 64 | 103 | 25 |
Bars Traded | 4344 | 3226 | 1118 | 4344 | 3226 | 1118 |
Profit Streak | 0 | 71.5915 | 0 | 0 | 71.5915 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351240 | 541307 | -579729 | -579902 | -579582 | -579729 |
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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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