Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706306.8343 | 643813.5452 | 62493.2891 | -50260.1533 | -630941.8034 | 580681.65 |
Total P&L (%) | 706.3068 | 643.8135 | 62.4933 | -50.2602 | -630.9418 | 580.6817 |
Avg Daily Profit (%) | 0.4779 | 0.4356 | 0.0423 | -0.0472 | 0 | 0.1298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168429 | -133406 | -127732 | -1907969 | -1628321 | -876663 |
Profit Factor | 1.7663 | 2.2011 | 1.162 | 0.9897 | 0.7936 | 1.3153 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 36.4486 | 25.9259 | 47.1698 | 36.4486 | 25.9259 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.0797 | 6.289 | 1.3015 | 1.7257 | 2.2675 | 1.4731 |
Largest Winning Trade | 636400 | 636400 | 52161 | 798183 | 798183 | 568783 |
Largest Losing Trade | -66902 | -41730 | -66902 | -695577 | -695577 | -397992 |
Avg Bars in Trades | 53 | 49 | 56 | 53 | 49 | 56 |
Avg Bars in Winners | 75 | 73 | 76 | 75 | 73 | 76 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 5687 | 2683 | 3004 | 5687 | 2683 | 3004 |
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 | 315955 | -191827 | -360391 | -582985 | -784067 | -200236 |
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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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