Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521446.9557 | 427704.6662 | 93742.2895 | 676925.2217 | -317281.2966 | 994206.5183 |
Total P&L (%) | 521.447 | 427.7047 | 93.7423 | 676.9252 | -317.2813 | 994.2065 |
Avg Daily Profit (%) | 0.2208 | 0.1811 | 0.0397 | 0.0868 | 0 | 0.1013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88881 | -89150 | -130207 | -910053 | -852403 | -299816 |
Profit Factor | 1.7395 | 2.1626 | 1.278 | 1.2232 | 0.8408 | 1.9567 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 41.7476 | 38.4615 | 45.098 | 41.7476 | 38.4615 | 45.098 |
Ratio Avg Win / Avg Loss | 2.4272 | 3.4601 | 1.5558 | 1.7068 | 1.3453 | 2.382 |
Largest Winning Trade | 103770 | 103770 | 61928 | 628983 | 459381 | 628983 |
Largest Losing Trade | -36477 | -23571 | -36477 | -262824 | -262824 | -205689 |
Avg Bars in Trades | 42 | 32 | 53 | 42 | 32 | 53 |
Avg Bars in Winners | 67 | 45 | 86 | 67 | 45 | 86 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 4427 | 1703 | 2724 | 4427 | 1703 | 2724 |
Profit Streak | 0 | 0 | 83.7046 | 0 | 0 | 83.7046 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308791 | -172969 | -319828 | -78817 | -763653 | -234543 |
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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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