Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644887.7881 | 419184.2059 | 225703.5821 | 996633.1866 | -314446.4764 | 1311079.663 |
Total P&L (%) | 644.8878 | 419.1842 | 225.7036 | 996.6332 | -314.4465 | 1311.0797 |
Avg Daily Profit (%) | 0.3572 | 0.2322 | 0.125 | 0.1327 | 0 | 0.1467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132220 | -143295 | -45208 | -909202 | -1056097 | -364972 |
Profit Factor | 2.0473 | 2.0565 | 2.0308 | 1.187 | 0.9105 | 1.7227 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 14 | 27 | 41 | 14 | 27 |
Losing Trades | 57 | 35 | 22 | 57 | 35 | 22 |
Profitability (%) | 41.8367 | 28.5714 | 55.102 | 41.8367 | 28.5714 | 55.102 |
Ratio Avg Win / Avg Loss | 2.8463 | 5.1412 | 1.6547 | 1.6503 | 2.2763 | 1.4037 |
Largest Winning Trade | 327551 | 327551 | 60867 | 580287 | 580287 | 437573 |
Largest Losing Trade | -45208 | -37595 | -45208 | -364972 | -335645 | -364972 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 51 | 65 | 43 | 51 | 65 | 43 |
Avg Bars in Losers | 24 | 27 | 18 | 24 | 27 | 18 |
Bars Traded | 3479 | 1893 | 1586 | 3479 | 1893 | 1586 |
Profit Streak | 0 | 0 | 126.6668 | 0 | 0 | 126.6668 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372930 | -2450 | -20125 | -32011 | -592255 | 270837 |
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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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