Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1010352.8619 | 1086769.5097 | -76416.6477 | -88845.5432 | -51689.0796 | -37156.4635 |
Total P&L (%) | 1010.3529 | 1086.7695 | -76.4166 | -88.8455 | -51.6891 | -37.1565 |
Avg Daily Profit (%) | 0.429 | 0.4615 | -0.0324 | -0.0931 | -0.0309 | -0.0197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227410 | -217980 | -127120 | -383257 | -324051 | -87113 |
Profit Factor | 2.047 | 2.5948 | 0.7305 | 0.8934 | 0.9171 | 0.8231 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 38.6139 | 28 | 49.0196 | 38.6139 | 28 | 49.0196 |
Ratio Avg Win / Avg Loss | 3.2543 | 6.6723 | 0.7597 | 1.4202 | 2.3581 | 0.856 |
Largest Winning Trade | 1171615 | 1171615 | 44969 | 200047 | 200047 | 39584 |
Largest Losing Trade | -55610 | -55610 | -52705 | -140539 | -140539 | -63424 |
Avg Bars in Trades | 66 | 113 | 19 | 66 | 113 | 19 |
Avg Bars in Winners | 97 | 231 | 22 | 97 | 231 | 22 |
Avg Bars in Losers | 47 | 68 | 17 | 47 | 68 | 17 |
Bars Traded | 6714 | 5697 | 1017 | 6714 | 5697 | 1017 |
Profit Streak | 0 | 97.7231 | 0 | 0 | 97.7231 | 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 | 350178 | -181145 | -760936 | -583270 | -774366 | -760936 |
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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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