Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813659.4153 | 795226.3099 | 18433.1054 | -63145.4236 | 94013.4577 | -157158.8813 |
Total P&L (%) | 813.6594 | 795.2263 | 18.4331 | -63.1454 | 94.0135 | -157.1589 |
Avg Daily Profit (%) | 0.3757 | 0.3672 | 0.0085 | -0.0461 | 0.0306 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256557 | -206624 | -94683 | -760036 | -508518 | -397857 |
Profit Factor | 1.9545 | 2.3856 | 1.0662 | 0.9669 | 1.0763 | 0.768 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 43.3962 | 37.7358 | 49.0566 | 43.3962 | 37.7358 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.5494 | 3.9362 | 1.1072 | 1.2612 | 1.7759 | 0.7975 |
Largest Winning Trade | 746793 | 746793 | 28581 | 564140 | 564140 | 89059 |
Largest Losing Trade | -56807 | -53573 | -56807 | -305569 | -305569 | -233653 |
Avg Bars in Trades | 40 | 66 | 14 | 40 | 66 | 14 |
Avg Bars in Winners | 44 | 82 | 14 | 44 | 82 | 14 |
Avg Bars in Losers | 37 | 57 | 13 | 37 | 57 | 13 |
Bars Traded | 4284 | 3536 | 748 | 4284 | 3536 | 748 |
Profit Streak | 0 | 0 | 80.9449 | 0 | 0 | 80.9449 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394777 | -170813 | -516291 | -581397 | -472298 | -759959 |
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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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