Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541827.8253 | 690190.4073 | -148362.582 | -205.7955 | 8968520.4403 | -8968726.2358 |
Total P&L (%) | 541.8278 | 690.1904 | -148.3626 | -0.2058 | 8968.5204 | -8968.7262 |
Avg Daily Profit (%) | 0.2341 | 0.2981 | -0.0641 | -0.0001 | 0.1949 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -407601 | -142703 | -347147 | -9809465 | -838202 | -10693094 |
Profit Factor | 1.4627 | 2.5466 | 0.7953 | 1 | 5.6165 | 0.2937 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 47 | 21 | 26 | 51 | 25 | 26 |
Losing Trades | 54 | 30 | 24 | 50 | 26 | 24 |
Profitability (%) | 46.5347 | 41.1765 | 52 | 50.4951 | 49.0196 | 52 |
Ratio Avg Win / Avg Loss | 1.6805 | 3.6379 | 0.7341 | 0.9804 | 5.8411 | 0.2711 |
Largest Winning Trade | 333571 | 333571 | 57129 | 2574946 | 2574946 | 848258 |
Largest Losing Trade | -166458 | -63283 | -166458 | -9809465 | -356221 | -9809465 |
Avg Bars in Trades | 86 | 74 | 97 | 86 | 74 | 97 |
Avg Bars in Winners | 106 | 75 | 131 | 100 | 105 | 95 |
Avg Bars in Losers | 68 | 74 | 61 | 71 | 44 | 99 |
Bars Traded | 8689 | 3805 | 4884 | 8689 | 3805 | 4884 |
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 | 339802 | -169755 | -760574 | -580444 | -164195 | -760574 |
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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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