Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842988.646 | 616910.0783 | 226078.5677 | 2295511.717 | -184732.2177 | 2480243.9347 |
Total P&L (%) | 842.9886 | 616.9101 | 226.0786 | 2295.5117 | -184.7322 | 2480.2439 |
Avg Daily Profit (%) | 0.5725 | 0.419 | 0.1535 | 0.2159 | 0 | 0.221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75705 | -113270 | -29539 | -3407779 | -3681987 | -1042105 |
Profit Factor | 2.589 | 2.7492 | 2.2713 | 1.1998 | 0.9759 | 1.65 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 43.2692 | 34.6154 | 51.9231 | 43.2692 | 34.6154 | 51.9231 |
Ratio Avg Win / Avg Loss | 3.3945 | 5.193 | 2.1031 | 1.5731 | 1.8434 | 1.5277 |
Largest Winning Trade | 421425 | 421425 | 75299 | 2739096 | 2739096 | 1019788 |
Largest Losing Trade | -29470 | -29470 | -19493 | -1356686 | -1356686 | -721409 |
Avg Bars in Trades | 167 | 135 | 198 | 167 | 135 | 198 |
Avg Bars in Winners | 275 | 220 | 312 | 275 | 220 | 312 |
Avg Bars in Losers | 84 | 90 | 76 | 84 | 90 | 76 |
Bars Traded | 17377 | 7045 | 10332 | 17377 | 7045 | 10332 |
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 | 497441 | -170882 | -168258 | 223252 | -764038 | -168464 |
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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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