Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755175.8257 | 814558.5966 | -59382.7709 | -94708.3427 | -71331.5421 | -23376.8006 |
Total P&L (%) | 755.1758 | 814.5586 | -59.3828 | -94.7083 | -71.3315 | -23.3768 |
Avg Daily Profit (%) | 0.3129 | 0.3375 | -0.0246 | -0.1217 | -0.0518 | -0.011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199749 | -165188 | -203564 | -125090 | -90486 | -79513 |
Profit Factor | 1.8919 | 2.7863 | 0.848 | 0.646 | 0.5571 | 0.7804 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 48.6726 | 47.3684 | 50 | 48.6726 | 47.3684 | 50 |
Ratio Avg Win / Avg Loss | 1.9951 | 3.0959 | 0.848 | 0.6812 | 0.619 | 0.7804 |
Largest Winning Trade | 886418 | 886418 | 47215 | 46044 | 46044 | 33335 |
Largest Losing Trade | -90289 | -51029 | -90289 | -33709 | -33709 | -30356 |
Avg Bars in Trades | 40 | 34 | 47 | 40 | 34 | 47 |
Avg Bars in Winners | 50 | 36 | 63 | 50 | 36 | 63 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 4609 | 1970 | 2639 | 4609 | 1970 | 2639 |
Profit Streak | 0 | 0 | 48.4963 | 0 | 0 | 48.4963 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445617 | -166548 | -759416 | -580994 | -761856 | -759416 |
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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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