Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426712.0359 | 441507.3979 | -14795.362 | 39985.4527 | 80199.4296 | -40213.9769 |
Total P&L (%) | 426.712 | 441.5074 | -14.7954 | 39.9855 | 80.1994 | -40.214 |
Avg Daily Profit (%) | 0.2299 | 0.2378 | -0.008 | 0.0181 | 0.0317 | -0.0277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217660 | -199918 | -51555 | -4788829 | -4597315 | -587526 |
Profit Factor | 1.7205 | 1.9623 | 0.8891 | 1.0046 | 1.0108 | 0.968 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 48.3146 | 52.2727 | 44.4444 | 48.3146 | 52.2727 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.8405 | 1.7916 | 1.1114 | 1.0747 | 0.9229 | 1.2101 |
Largest Winning Trade | 159020 | 159020 | 19404 | 1396471 | 1396471 | 301091 |
Largest Losing Trade | -69085 | -69085 | -14028 | -2829003 | -2829003 | -302359 |
Avg Bars in Trades | 235 | 456 | 19 | 235 | 456 | 19 |
Avg Bars in Winners | 159 | 277 | 24 | 159 | 277 | 24 |
Avg Bars in Losers | 307 | 653 | 16 | 307 | 653 | 16 |
Bars Traded | 20997 | 20100 | 897 | 20997 | 20100 | 897 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385892 | 432895 | -580928 | -386754 | -360481 | -580928 |
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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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