Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535648.7815 | 479831.9031 | 55816.8783 | 7479.7682 | 448164.1472 | -440684.379 |
Total P&L (%) | 535.6488 | 479.8319 | 55.8169 | 7.4798 | 448.1641 | -440.6844 |
Avg Daily Profit (%) | 0.3355 | 0.3005 | 0.035 | 0.0045 | 0.1066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136409 | -99444 | -135011 | -553631 | -319274 | -555454 |
Profit Factor | 1.7437 | 2.4274 | 1.1453 | 1.003 | 1.422 | 0.6956 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 50.4762 | 42.3077 | 58.4906 | 50.4762 | 42.3077 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.7108 | 3.3101 | 0.8128 | 0.9841 | 1.9392 | 0.4936 |
Largest Winning Trade | 369297 | 369297 | 67664 | 509556 | 509556 | 86645 |
Largest Losing Trade | -65478 | -36465 | -65478 | -332976 | -135002 | -332976 |
Avg Bars in Trades | 44 | 36 | 51 | 44 | 36 | 51 |
Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 36 | 26 | 50 | 36 | 26 | 50 |
Bars Traded | 4646 | 1911 | 2734 | 4646 | 1911 | 2734 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462323 | -169941 | -388441 | -571133 | -231757 | -759732 |
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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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