Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637231.549 | 646923.0427 | -9691.4937 | -45727.3707 | 121691.7419 | -167419.1127 |
Total P&L (%) | 637.2315 | 646.923 | -9.6915 | -45.7274 | 121.6917 | -167.4191 |
Avg Daily Profit (%) | 0.3404 | 0.3456 | -0.0052 | -0.0326 | 0.0425 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -351568 | -184592 | -186130 | -415580 | -161813 | -261341 |
Profit Factor | 1.6788 | 2.2117 | 0.9761 | 0.9215 | 1.443 | 0.4555 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 41.2371 | 36.7347 | 45.8333 | 41.2371 | 36.7347 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.3923 | 3.809 | 1.1535 | 1.3131 | 2.4851 | 0.5383 |
Largest Winning Trade | 422838 | 422838 | 38007 | 222663 | 222663 | 73500 |
Largest Losing Trade | -47132 | -44021 | -47132 | -147991 | -74180 | -147991 |
Avg Bars in Trades | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Winners | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Losers | 27 | 32 | 22 | 27 | 32 | 22 |
Bars Traded | 3654 | 1994 | 1660 | 3654 | 1994 | 1660 |
Profit Streak | 0 | 0 | 170.4306 | 0 | 0 | 170.4306 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333674 | 303418 | -579675 | -582260 | -139084 | -581341 |
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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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