Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708035.198 | 599627.1582 | 108408.0398 | 316661.3545 | -225924.1624 | 542585.5169 |
Total P&L (%) | 708.0352 | 599.6272 | 108.408 | 316.6614 | -225.9242 | 542.5855 |
Avg Daily Profit (%) | 0.3831 | 0.3244 | 0.0587 | 0.0772 | 0 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160962 | -129177 | -91025 | -1150181 | -812731 | -669753 |
Profit Factor | 2.165 | 2.786 | 1.3985 | 1.0961 | 0.8799 | 1.3835 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 40.2174 | 30.4348 | 50 | 40.2174 | 30.4348 | 50 |
Ratio Avg Win / Avg Loss | 3.2183 | 6.368 | 1.3985 | 1.6293 | 2.0111 | 1.3835 |
Largest Winning Trade | 561544 | 561544 | 55238 | 504060 | 504060 | 338068 |
Largest Losing Trade | -40608 | -29032 | -40608 | -455852 | -361433 | -455852 |
Avg Bars in Trades | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Winners | 94 | 104 | 88 | 94 | 104 | 88 |
Avg Bars in Losers | 35 | 31 | 41 | 35 | 31 | 41 |
Bars Traded | 5471 | 2484 | 2987 | 5471 | 2484 | 2987 |
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 | 365836 | 247789 | -113844 | -207090 | -585535 | -57455 |
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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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