Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657027.2074 | 569188.5636 | 87838.6438 | 302457.9461 | 689356.0285 | -386898.0825 |
Total P&L (%) | 657.0272 | 569.1886 | 87.8386 | 302.4579 | 689.356 | -386.8981 |
Avg Daily Profit (%) | 0.2711 | 0.2348 | 0.0362 | 0.0575 | 0.0853 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115820 | -47573 | -185815 | -817832 | -311606 | -653399 |
Profit Factor | 2.0185 | 3.8312 | 1.1978 | 1.1022 | 1.8176 | 0.8172 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 38.6792 | 37.7358 | 39.6226 | 38.6792 | 37.7358 | 39.6226 |
Ratio Avg Win / Avg Loss | 3.2 | 6.3215 | 1.8252 | 1.7473 | 2.999 | 1.2453 |
Largest Winning Trade | 289261 | 289261 | 72430 | 373229 | 373229 | 299598 |
Largest Losing Trade | -85053 | -18366 | -85053 | -385513 | -102075 | -385513 |
Avg Bars in Trades | 130 | 53 | 206 | 130 | 53 | 206 |
Avg Bars in Winners | 260 | 103 | 410 | 260 | 103 | 410 |
Avg Bars in Losers | 47 | 23 | 72 | 47 | 23 | 72 |
Bars Traded | 13796 | 2854 | 10942 | 13796 | 2854 | 10942 |
Profit Streak | 0 | 0 | 153.1675 | 0 | 0 | 153.1675 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300975 | -169551 | -329837 | -227334 | -260066 | -762627 |
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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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