Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558129.4177 | 455199.2804 | 102930.1373 | 472802.2691 | 616469.3705 | -143667.1014 |
Total P&L (%) | 558.1294 | 455.1993 | 102.9301 | 472.8023 | 616.4694 | -143.6671 |
Avg Daily Profit (%) | 0.2232 | 0.1821 | 0.0412 | 0.0698 | 0.0788 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210879 | -190272 | -35416 | -2520214 | -1850023 | -770166 |
Profit Factor | 1.9203 | 2.1236 | 1.5111 | 1.1078 | 1.2287 | 0.9149 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 42.0561 | 35.8491 | 48.1481 | 42.0561 | 35.8491 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.6457 | 3.8002 | 1.6274 | 1.5263 | 2.1987 | 0.9853 |
Largest Winning Trade | 314508 | 314508 | 35937 | 1051979 | 1051979 | 390730 |
Largest Losing Trade | -43227 | -43227 | -27381 | -524554 | -401499 | -524554 |
Avg Bars in Trades | 67 | 115 | 21 | 67 | 115 | 21 |
Avg Bars in Winners | 99 | 197 | 27 | 99 | 197 | 27 |
Avg Bars in Losers | 45 | 70 | 15 | 45 | 70 | 15 |
Bars Traded | 7268 | 6130 | 1139 | 7268 | 6130 | 1139 |
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 | 326801 | -174051 | -315929 | -203304 | -272139 | -761275 |
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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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