Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516719.0766 | 568148.7336 | -51429.6569 | -64810.8123 | 133154.374 | -197965.1864 |
Total P&L (%) | 516.7191 | 568.1487 | -51.4297 | -64.8108 | 133.1544 | -197.9652 |
Avg Daily Profit (%) | 0.2758 | 0.3033 | -0.0275 | -0.0557 | 0.0452 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303786 | -139560 | -215450 | -657063 | -357093 | -316939 |
Profit Factor | 1.5608 | 2.1079 | 0.8741 | 0.9235 | 1.2771 | 0.4604 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 44.4444 | 35.5556 | 53.3333 | 44.4444 | 35.5556 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.951 | 3.8206 | 0.7648 | 1.1544 | 2.3148 | 0.4028 |
Largest Winning Trade | 316728 | 316728 | 46442 | 308387 | 308387 | 57057 |
Largest Losing Trade | -52559 | -46078 | -52559 | -195792 | -195792 | -161385 |
Avg Bars in Trades | 117 | 120 | 114 | 117 | 120 | 114 |
Avg Bars in Winners | 156 | 187 | 135 | 156 | 187 | 135 |
Avg Bars in Losers | 86 | 83 | 89 | 86 | 83 | 89 |
Bars Traded | 10568 | 5432 | 5136 | 10568 | 5432 | 5136 |
Profit Streak | 0 | 0 | 126.3919 | 0 | 0 | 126.3919 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343954 | 265589 | -579320 | -581031 | -137042 | -579320 |
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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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