Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600413.0957 | 589633.9108 | 10779.1848 | 293897.0462 | 360958.7187 | -67061.6726 |
Total P&L (%) | 600.4131 | 589.6339 | 10.7792 | 293.897 | 360.9587 | -67.0617 |
Avg Daily Profit (%) | 0.3194 | 0.3137 | 0.0057 | 0.073 | 0.0813 | -0.0591 |
Buy And Hold Return (%) | 149.4773 | 149.4773 | 149.4773 | 149.4773 | 149.4773 | 149.4773 |
Max Trade Drawdown | -200206 | -161782 | -57816 | -598895 | -464466 | -187213 |
Profit Factor | 2.0944 | 2.594 | 1.0603 | 1.2035 | 1.3777 | 0.8628 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 44.2478 | 39.2857 | 49.1228 | 44.2478 | 39.2857 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.6389 | 4.0089 | 1.0982 | 1.5164 | 2.1292 | 0.8936 |
Largest Winning Trade | 491304 | 491304 | 22518 | 514072 | 514072 | 50909 |
Largest Losing Trade | -33580 | -33580 | -16624 | -148120 | -148120 | -61558 |
Avg Bars in Trades | 96 | 171 | 23 | 96 | 171 | 23 |
Avg Bars in Winners | 128 | 260 | 25 | 128 | 260 | 25 |
Avg Bars in Losers | 71 | 113 | 21 | 71 | 113 | 21 |
Bars Traded | 10911 | 9582 | 1329 | 10911 | 9582 | 1329 |
Profit Streak | 40.6636 | 0 | 55.1636 | 40.6636 | 0 | 55.1636 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340036 | -172537 | -684683 | -103422 | -271040 | -760334 |
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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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