Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332143.4832 | 312088.4333 | 20055.0498 | -60211.1043 | -87543.9227 | 27332.8184 |
Total P&L (%) | 332.1435 | 312.0884 | 20.0551 | -60.2111 | -87.5439 | 27.3328 |
Avg Daily Profit (%) | 0.1526 | 0.1433 | 0.0092 | -0.0423 | -0.0956 | 0.0111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172882 | -172819 | -80236 | -532338 | -520548 | -197157 |
Profit Factor | 1.5162 | 1.8562 | 1.0719 | 0.9608 | 0.9027 | 1.0429 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 47.1264 | 40.9091 | 53.4884 | 47.1264 | 40.9091 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.7011 | 2.6812 | 0.9321 | 1.078 | 1.3039 | 0.9069 |
Largest Winning Trade | 339323 | 339323 | 37344 | 320584 | 320584 | 91881 |
Largest Losing Trade | -48590 | -43026 | -48590 | -184907 | -184907 | -134550 |
Avg Bars in Trades | 96 | 129 | 61 | 96 | 129 | 61 |
Avg Bars in Winners | 118 | 173 | 75 | 118 | 173 | 75 |
Avg Bars in Losers | 75 | 98 | 45 | 75 | 98 | 45 |
Bars Traded | 8353 | 5699 | 2653 | 8353 | 5699 | 2653 |
Profit Streak | 0 | 0 | 91.4288 | 0 | 0 | 91.4288 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318479 | -1639 | -329418 | -579996 | -582588 | -355274 |
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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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