Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504341.8358 | 410006.4586 | 94335.3772 | -32985.0787 | 816873.5201 | -849858.5989 |
Total P&L (%) | 504.3418 | 410.0065 | 94.3354 | -32.9851 | 816.8735 | -849.8586 |
Avg Daily Profit (%) | 0.2014 | 0.1637 | 0.0377 | -0.016 | 0.0885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138733 | -136773 | -177257 | -750757 | -37523 | -1118854 |
Profit Factor | 1.7682 | 2.1959 | 1.3007 | 0.9766 | 5.8093 | 0.3135 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 40.1961 | 37.2549 | 43.1373 | 40.1961 | 37.2549 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.6307 | 3.6984 | 1.7146 | 1.4529 | 9.7841 | 0.4132 |
Largest Winning Trade | 167750 | 167750 | 55399 | 475815 | 475815 | 151364 |
Largest Losing Trade | -96056 | -36581 | -96056 | -729509 | -22515 | -729509 |
Avg Bars in Trades | 47 | 56 | 37 | 47 | 56 | 37 |
Avg Bars in Winners | 61 | 68 | 55 | 61 | 68 | 55 |
Avg Bars in Losers | 37 | 49 | 24 | 37 | 49 | 24 |
Bars Traded | 4813 | 2899 | 1914 | 4813 | 2899 | 1914 |
Profit Streak | 6.795 | 0 | 7.295 | 6.795 | 0 | 7.295 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307726 | -173522 | -323418 | -581966 | -250972 | -762821 |
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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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