Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599116.7424 | 574376.7301 | 24740.0123 | -47595.5039 | 352137.0227 | -399732.5266 |
Total P&L (%) | 599.1167 | 574.3767 | 24.74 | -47.5955 | 352.137 | -399.7325 |
Avg Daily Profit (%) | 0.2771 | 0.2657 | 0.0114 | -0.0299 | 0.0698 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197573 | -172554 | -134218 | -1511422 | -793041 | -1378411 |
Profit Factor | 1.8243 | 2.581 | 1.0681 | 0.9878 | 1.198 | 0.8104 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 48.5714 | 41.5094 | 55.7692 | 48.5714 | 41.5094 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.9316 | 3.6368 | 0.8471 | 1.0459 | 1.6881 | 0.6427 |
Largest Winning Trade | 650981 | 650981 | 49432 | 833705 | 833705 | 517314 |
Largest Losing Trade | -48937 | -34645 | -48937 | -666114 | -541802 | -666114 |
Avg Bars in Trades | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Winners | 45 | 50 | 42 | 45 | 50 | 42 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 4081 | 2080 | 2002 | 4081 | 2080 | 2002 |
Profit Streak | 0 | 0 | 38.4903 | 0 | 0 | 38.4903 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427739 | -169836 | -506933 | -579387 | -284719 | -759097 |
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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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