Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757349.4441 | 672937.9408 | 84411.5033 | 555047.0881 | 777340.2556 | -222293.1675 |
Total P&L (%) | 757.3494 | 672.9379 | 84.4115 | 555.0471 | 777.3403 | -222.2932 |
Avg Daily Profit (%) | 0.4027 | 0.3579 | 0.0449 | 0.1 | 0.1156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101177 | -97880 | -85983 | -500610 | -269404 | -450412 |
Profit Factor | 2.1603 | 2.7464 | 1.3157 | 1.2157 | 1.601 | 0.8263 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 53.3333 | 45.283 | 61.5385 | 53.3333 | 45.283 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.8902 | 3.3186 | 0.8223 | 1.0637 | 1.9345 | 0.5165 |
Largest Winning Trade | 343508 | 343508 | 47658 | 429679 | 429679 | 159154 |
Largest Losing Trade | -60936 | -39563 | -60936 | -373734 | -189049 | -373734 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 3405 | 1700 | 1703 | 3405 | 1700 | 1703 |
Profit Streak | 0 | 0 | 83.8627 | 0 | 0 | 83.8627 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525294 | -167262 | -312444 | -58777 | -217178 | -758779 |
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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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