Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528456.1371 | 526007.9423 | 2448.1948 | 40888.2507 | 137305.5987 | -96417.348 |
Total P&L (%) | 528.4561 | 526.0079 | 2.4482 | 40.8883 | 137.3056 | -96.4173 |
Avg Daily Profit (%) | 0.2837 | 0.2823 | 0.0013 | 0.0184 | 0.0464 | -0.1785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109456 | -89463 | -63577 | -676939 | -512272 | -258780 |
Profit Factor | 2.0853 | 3.1926 | 1.0099 | 1.0193 | 1.1335 | 0.9117 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 38.835 | 37.2549 | 40.3846 | 38.835 | 37.2549 | 40.3846 |
Ratio Avg Win / Avg Loss | 3.2843 | 5.3771 | 1.4908 | 1.6054 | 1.9091 | 1.3459 |
Largest Winning Trade | 562152 | 562152 | 49661 | 520762 | 520762 | 271374 |
Largest Losing Trade | -41955 | -33323 | -41955 | -257353 | -118645 | -257353 |
Avg Bars in Trades | 69 | 59 | 80 | 69 | 59 | 80 |
Avg Bars in Winners | 120 | 99 | 138 | 120 | 99 | 138 |
Avg Bars in Losers | 38 | 35 | 40 | 38 | 35 | 40 |
Bars Traded | 7203 | 3028 | 4175 | 7203 | 3028 | 4175 |
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 | 311389 | -170168 | -750252 | -372691 | -388516 | -762905 |
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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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