Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706097.523 | 590541.5983 | 115555.9247 | 438860.3548 | 896148.5678 | -457288.213 |
Total P&L (%) | 706.0975 | 590.5416 | 115.5559 | 438.8604 | 896.1486 | -457.2882 |
Avg Daily Profit (%) | 0.4389 | 0.3671 | 0.0718 | 0.1048 | 0.143 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135664 | -114345 | -90564 | -1227765 | -725828 | -888825 |
Profit Factor | 2.0631 | 2.5947 | 1.3933 | 1.1215 | 1.4846 | 0.7407 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 36.1702 | 29.7872 | 42.5532 | 36.1702 | 29.7872 | 42.5532 |
Ratio Avg Win / Avg Loss | 3.6408 | 6.116 | 1.8809 | 1.9791 | 3.4993 | 1 |
Largest Winning Trade | 387300 | 387300 | 70916 | 1088415 | 1088415 | 186463 |
Largest Losing Trade | -40122 | -25131 | -40122 | -405459 | -274501 | -405459 |
Avg Bars in Trades | 202 | 181 | 223 | 202 | 181 | 223 |
Avg Bars in Winners | 350 | 366 | 338 | 350 | 366 | 338 |
Avg Bars in Losers | 118 | 103 | 138 | 118 | 103 | 138 |
Bars Traded | 19038 | 8531 | 10507 | 19038 | 8531 | 10507 |
Profit Streak | 16.8776 | 0 | 29.2109 | 16.8776 | 0 | 29.2109 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340054 | 208057 | -97538 | -143495 | -8037 | -583052 |
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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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