Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037394.9827 | 1061979.1065 | -24584.1238 | -42920.5382 | 51722.7505 | -94643.2886 |
Total P&L (%) | 1037.395 | 1061.9791 | -24.5841 | -42.9205 | 51.7228 | -94.6433 |
Avg Daily Profit (%) | 0.4303 | 0.4405 | -0.0102 | -0.0233 | 0.0173 | -0.1213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136493 | -90814 | -163155 | -188903 | -135577 | -135944 |
Profit Factor | 2.2344 | 3.5123 | 0.9411 | 0.9358 | 1.1556 | 0.7184 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 45.1613 | 42.5532 | 47.8261 | 45.1613 | 42.5532 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.7132 | 4.7416 | 1.0267 | 1.1363 | 1.5601 | 0.7837 |
Largest Winning Trade | 977713 | 977713 | 64947 | 198023 | 198023 | 74769 |
Largest Losing Trade | -48011 | -48011 | -46416 | -62363 | -62363 | -53991 |
Avg Bars in Trades | 74 | 57 | 92 | 74 | 57 | 92 |
Avg Bars in Winners | 110 | 79 | 138 | 110 | 79 | 138 |
Avg Bars in Losers | 45 | 41 | 49 | 45 | 41 | 49 |
Bars Traded | 6962 | 2721 | 4241 | 6962 | 2721 | 4241 |
Profit Streak | 0 | 0 | 50.3811 | 0 | 0 | 50.3811 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454492 | 503358 | -578467 | -580745 | -222006 | -580134 |
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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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