Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311170.2114 | 346602.7735 | -35432.5621 | -55162.5197 | -263848.8225 | 208686.3027 |
Total P&L (%) | 311.1702 | 346.6028 | -35.4326 | -55.1625 | -263.8488 | 208.6863 |
Avg Daily Profit (%) | 0.1626 | 0.1811 | -0.0185 | -0.0419 | 0 | 0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -279864 | -162863 | -204007 | -2052710 | -1711207 | -1041952 |
Profit Factor | 1.4028 | 1.8353 | 0.9009 | 0.9891 | 0.917 | 1.1111 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 48.3871 | 46.8085 | 50 | 48.3871 | 46.8085 | 50 |
Ratio Avg Win / Avg Loss | 1.4963 | 2.0855 | 0.9009 | 1.055 | 1.042 | 1.1111 |
Largest Winning Trade | 193999 | 193999 | 58295 | 555508 | 535930 | 555508 |
Largest Losing Trade | -47996 | -42624 | -47996 | -585226 | -585226 | -224968 |
Avg Bars in Trades | 121 | 107 | 135 | 121 | 107 | 135 |
Avg Bars in Winners | 143 | 116 | 169 | 143 | 116 | 169 |
Avg Bars in Losers | 101 | 100 | 101 | 101 | 100 | 101 |
Bars Traded | 11297 | 5071 | 6226 | 11297 | 5071 | 6226 |
Profit Streak | 0 | 0 | 73.7962 | 0 | 0 | 73.7962 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274831 | 352157 | -579738 | -579490 | -580271 | -211495 |
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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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