Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677520.7029 | 722314.6929 | -44793.99 | -30274.3404 | 286330.2413 | -316604.5817 |
Total P&L (%) | 677.5207 | 722.3147 | -44.794 | -30.2743 | 286.3302 | -316.6046 |
Avg Daily Profit (%) | 0.3596 | 0.3833 | -0.0238 | -0.0191 | 0.0718 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -360568 | -197975 | -177900 | -712983 | -348493 | -387436 |
Profit Factor | 1.7354 | 2.4905 | 0.8974 | 0.9701 | 1.61 | 0.418 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 38.0952 | 34.6154 | 41.5094 | 38.0952 | 34.6154 | 41.5094 |
Ratio Avg Win / Avg Loss | 2.8201 | 4.7042 | 1.2645 | 1.5765 | 3.0411 | 0.5891 |
Largest Winning Trade | 454111 | 454111 | 51836 | 417782 | 417782 | 62097 |
Largest Losing Trade | -52541 | -48946 | -52541 | -182049 | -164286 | -182049 |
Avg Bars in Trades | 49 | 53 | 46 | 49 | 53 | 46 |
Avg Bars in Winners | 74 | 73 | 74 | 74 | 73 | 74 |
Avg Bars in Losers | 34 | 42 | 26 | 34 | 42 | 26 |
Bars Traded | 5229 | 2769 | 2460 | 5229 | 2769 | 2460 |
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 | 300267 | -171686 | -762468 | -582350 | -280130 | -764135 |
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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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