Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107817.2598 | 1064539.1645 | 43278.0953 | -36104.2368 | 69601.9767 | -105706.2134 |
Total P&L (%) | 1107.8173 | 1064.5392 | 43.2781 | -36.1042 | 69.602 | -105.7062 |
Avg Daily Profit (%) | 0.465 | 0.4469 | 0.0182 | -0.0188 | 0.0222 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103326 | -96810 | -118425 | -220518 | -150436 | -92294 |
Profit Factor | 2.5208 | 4.6763 | 1.0986 | 0.9461 | 1.2234 | 0.7054 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 55.5556 | 50 | 60.9756 | 55.5556 | 50 | 60.9756 |
Ratio Avg Win / Avg Loss | 2.0167 | 4.6763 | 0.7031 | 0.7569 | 1.2234 | 0.4515 |
Largest Winning Trade | 887352 | 887352 | 62795 | 193558 | 193558 | 32355 |
Largest Losing Trade | -84900 | -47352 | -84900 | -117304 | -117304 | -79701 |
Avg Bars in Trades | 115 | 88 | 140 | 115 | 88 | 140 |
Avg Bars in Winners | 136 | 114 | 154 | 136 | 114 | 154 |
Avg Bars in Losers | 87 | 62 | 119 | 87 | 62 | 119 |
Bars Traded | 9317 | 3548 | 5769 | 9317 | 3548 | 5769 |
Profit Streak | 53.8103 | 53.8103 | 305.5603 | 53.8103 | 53.8103 | 305.5603 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 34471 | 658657 | -281362 | -594928 | -163055 | -577909 |
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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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