Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568874.2235 | 545511.0724 | 23363.1511 | -31794.3186 | 59984.1764 | -91778.495 |
Total P&L (%) | 568.8742 | 545.5111 | 23.3632 | -31.7943 | 59.9842 | -91.7785 |
Avg Daily Profit (%) | 0.355 | 0.3404 | 0.0146 | -0.0239 | 0.0293 | -0.1558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130401 | -116823 | -94166 | -204315 | -120744 | -142492 |
Profit Factor | 1.6705 | 2.0927 | 1.0669 | 0.9549 | 1.1554 | 0.7129 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 41.2844 | 32.7273 | 50 | 41.2844 | 32.7273 | 50 |
Ratio Avg Win / Avg Loss | 2.3758 | 4.3017 | 1.0669 | 1.3581 | 2.375 | 0.7129 |
Largest Winning Trade | 418977 | 418977 | 57517 | 187842 | 187842 | 40433 |
Largest Losing Trade | -45689 | -40505 | -45689 | -59512 | -44851 | -59512 |
Avg Bars in Trades | 28 | 29 | 28 | 28 | 29 | 28 |
Avg Bars in Winners | 41 | 47 | 37 | 41 | 47 | 37 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 3138 | 1622 | 1516 | 3138 | 1622 | 1516 |
Profit Streak | 0 | 0 | 53.1254 | 0 | 0 | 53.1254 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349378 | -173555 | -504165 | -581933 | -389599 | -759992 |
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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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