Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417737.1595 | 381083.8209 | 36653.3386 | -59054.7264 | -32467.5118 | -26587.2146 |
Total P&L (%) | 417.7372 | 381.0838 | 36.6533 | -59.0547 | -32.4675 | -26.5872 |
Avg Daily Profit (%) | 0.2837 | 0.2588 | 0.0249 | -0.0606 | -0.0267 | -0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228138 | -236028 | -36143 | -653850 | -621181 | -107483 |
Profit Factor | 1.6312 | 1.6838 | 1.3508 | 0.9442 | 0.963 | 0.8529 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 43.956 | 31.1111 | 56.5217 | 43.956 | 31.1111 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.0798 | 3.7284 | 1.039 | 1.2039 | 2.1324 | 0.6561 |
Largest Winning Trade | 440650 | 440650 | 14327 | 557130 | 557130 | 54345 |
Largest Losing Trade | -59420 | -59420 | -15732 | -224348 | -224348 | -107483 |
Avg Bars in Trades | 91 | 173 | 10 | 91 | 173 | 10 |
Avg Bars in Winners | 106 | 284 | 11 | 106 | 284 | 11 |
Avg Bars in Losers | 79 | 124 | 9 | 79 | 124 | 9 |
Bars Traded | 8308 | 7825 | 482 | 8308 | 7825 | 482 |
Profit Streak | 0 | 99.236 | 0 | 0 | 99.236 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335422 | 165385 | -160545 | -581218 | -584719 | -579581 |
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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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