Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609019.2041 | 626760.7189 | -17741.5149 | -56134.1642 | 1715.8052 | -57849.9694 |
Total P&L (%) | 609.0192 | 626.7607 | -17.7415 | -56.1342 | 1.7158 | -57.85 |
Avg Daily Profit (%) | 0.382 | 0.3932 | -0.0111 | -0.0517 | 0.0011 | -0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -310380 | -198400 | -159721 | -529232 | -382419 | -166892 |
Profit Factor | 1.75 | 2.3154 | 0.9471 | 0.9419 | 1.0032 | 0.8632 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 41.3462 | 36.5385 | 46.1538 | 41.3462 | 36.5385 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.4825 | 4.0215 | 1.105 | 1.3363 | 1.7423 | 1.0071 |
Largest Winning Trade | 402981 | 402981 | 49163 | 367300 | 367300 | 176184 |
Largest Losing Trade | -62301 | -62301 | -53568 | -220473 | -220473 | -118095 |
Avg Bars in Trades | 89 | 124 | 54 | 89 | 124 | 54 |
Avg Bars in Winners | 119 | 167 | 81 | 119 | 167 | 81 |
Avg Bars in Losers | 68 | 99 | 31 | 68 | 99 | 31 |
Bars Traded | 9295 | 6464 | 2831 | 9295 | 6464 | 2831 |
Profit Streak | 0 | 0 | 94.7945 | 0 | 0 | 94.7945 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353612 | -171192 | -760103 | -582200 | -758398 | -760103 |
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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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