Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777126.431 | 669003.2745 | 108123.1565 | 465289.1484 | -189409.3546 | 654698.5029 |
Total P&L (%) | 777.1264 | 669.0033 | 108.1232 | 465.2891 | -189.4094 | 654.6985 |
Avg Daily Profit (%) | 0.4209 | 0.3623 | 0.0586 | 0.0939 | 0 | 0.1095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91210 | -73760 | -70857 | -1279192 | -832085 | -900426 |
Profit Factor | 2.1064 | 2.7927 | 1.3285 | 1.0769 | 0.9422 | 1.2359 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 38.9381 | 33.3333 | 44.6429 | 38.9381 | 33.3333 | 44.6429 |
Ratio Avg Win / Avg Loss | 3.3033 | 5.5854 | 1.6473 | 1.6887 | 1.8845 | 1.5325 |
Largest Winning Trade | 601155 | 601155 | 65695 | 646519 | 646519 | 609033 |
Largest Losing Trade | -37405 | -30945 | -37405 | -302181 | -280695 | -302181 |
Avg Bars in Trades | 95 | 75 | 114 | 95 | 75 | 114 |
Avg Bars in Winners | 158 | 130 | 179 | 158 | 130 | 179 |
Avg Bars in Losers | 54 | 48 | 62 | 54 | 48 | 62 |
Bars Traded | 10744 | 4323 | 6421 | 10744 | 4323 | 6421 |
Profit Streak | 0 | 0 | 13.0045 | 0 | 0 | 13.0045 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357472 | -172059 | -294886 | -206541 | -764814 | -227079 |
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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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