Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855861.3463 | 824950.5762 | 30910.7701 | -38407.8242 | -94573.6868 | 56165.8625 |
Total P&L (%) | 855.8613 | 824.9506 | 30.9108 | -38.4078 | -94.5737 | 56.1659 |
Avg Daily Profit (%) | 0.364 | 0.3508 | 0.0131 | -0.0206 | -0.1238 | 0.019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160422 | -83500 | -199590 | -148244 | -143749 | -129478 |
Profit Factor | 2.1154 | 3.3623 | 1.0739 | 0.9475 | 0.7433 | 1.1547 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 39.8058 | 32.6923 | 47.0588 | 39.8058 | 32.6923 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.199 | 6.9224 | 1.2082 | 1.4328 | 1.5304 | 1.299 |
Largest Winning Trade | 809500 | 809500 | 64735 | 75538 | 45625 | 75538 |
Largest Losing Trade | -81375 | -28728 | -81375 | -75195 | -41958 | -75195 |
Avg Bars in Trades | 89 | 68 | 109 | 89 | 68 | 109 |
Avg Bars in Winners | 158 | 126 | 180 | 158 | 126 | 180 |
Avg Bars in Losers | 43 | 41 | 46 | 43 | 41 | 46 |
Bars Traded | 9187 | 3584 | 5603 | 9187 | 3584 | 5603 |
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 | 351786 | -171307 | -498706 | -582801 | -765064 | -400038 |
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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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