Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788866.7352 | 737385.4119 | 51481.3233 | -1054061.2009 | -225916.7308 | -828144.47 |
Total P&L (%) | 788.8667 | 737.3854 | 51.4813 | -1054.0612 | -225.9167 | -828.1445 |
Avg Daily Profit (%) | 0.4072 | 0.3806 | 0.0266 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -322892 | -83827 | -240626 | -1088857 | -293193 | -825757 |
Profit Factor | 2.0364 | 3.1155 | 1.1248 | 0.5216 | 0.768 | 0.3264 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 55 | 23 | 32 | 48 | 29 | 19 |
Losing Trades | 50 | 30 | 20 | 57 | 24 | 33 |
Profitability (%) | 52.381 | 43.3962 | 61.5385 | 45.7143 | 54.717 | 36.5385 |
Ratio Avg Win / Avg Loss | 1.8513 | 4.0638 | 0.703 | 0.6194 | 0.6356 | 0.5669 |
Largest Winning Trade | 631398 | 631398 | 56860 | 197868 | 197868 | 107681 |
Largest Losing Trade | -160739 | -29944 | -160739 | -194556 | -166993 | -194556 |
Avg Bars in Trades | 35 | 37 | 32 | 35 | 37 | 32 |
Avg Bars in Winners | 35 | 31 | 39 | 35 | 42 | 24 |
Avg Bars in Losers | 34 | 42 | 21 | 34 | 31 | 36 |
Bars Traded | 3682 | 1995 | 1687 | 3682 | 1995 | 1687 |
Profit Streak | 0 | 0 | 21.9658 | 12.4658 | 12.9658 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513603 | -167089 | -421566 | -581549 | -759612 | -766068 |
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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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