Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761033.5957 | 663782.9248 | 97250.6709 | 211489.0337 | -165935.8149 | 377424.8485 |
Total P&L (%) | 761.0336 | 663.7829 | 97.2507 | 211.489 | -165.9358 | 377.4248 |
Avg Daily Profit (%) | 0.4085 | 0.3563 | 0.0522 | 0.061 | 0 | 0.0839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130900 | -141013 | -44787 | -571139 | -741063 | -214529 |
Profit Factor | 2.162 | 2.6977 | 1.3685 | 1.0699 | 0.9096 | 1.3165 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 37.6344 | 27.6596 | 47.8261 | 37.6344 | 27.6596 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.5828 | 7.0556 | 1.4929 | 1.7729 | 2.3789 | 1.4362 |
Largest Winning Trade | 666313 | 666313 | 66001 | 551530 | 551530 | 285277 |
Largest Losing Trade | -33421 | -28857 | -33421 | -186175 | -160697 | -186175 |
Avg Bars in Trades | 116 | 104 | 129 | 116 | 104 | 129 |
Avg Bars in Winners | 203 | 225 | 190 | 203 | 225 | 190 |
Avg Bars in Losers | 64 | 58 | 73 | 64 | 58 | 73 |
Bars Traded | 10858 | 4908 | 5950 | 10858 | 4908 | 5950 |
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 | 337387 | -3491 | -123474 | -258599 | -596012 | -81466 |
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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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