Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622983.5528 | 581138.9342 | 41844.6186 | 20165.678 | 662337.6339 | -642171.9559 |
Total P&L (%) | 622.9836 | 581.1389 | 41.8446 | 20.1657 | 662.3376 | -642.172 |
Avg Daily Profit (%) | 0.3358 | 0.3133 | 0.0226 | 0.0099 | 0.1096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204426 | -152709 | -116123 | -1728762 | -830806 | -1067218 |
Profit Factor | 1.8783 | 2.6125 | 1.1199 | 1.008 | 1.5855 | 0.5387 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 48.6726 | 45.614 | 51.7857 | 48.6726 | 45.614 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.9808 | 3.115 | 1.0427 | 1.063 | 1.8904 | 0.5015 |
Largest Winning Trade | 570139 | 570139 | 59814 | 1334460 | 1334460 | 288971 |
Largest Losing Trade | -62190 | -58126 | -62190 | -537307 | -437407 | -537307 |
Avg Bars in Trades | 95 | 82 | 108 | 95 | 82 | 108 |
Avg Bars in Winners | 116 | 105 | 125 | 116 | 105 | 125 |
Avg Bars in Losers | 75 | 62 | 89 | 75 | 62 | 89 |
Bars Traded | 10747 | 4681 | 6066 | 10747 | 4681 | 6066 |
Profit Streak | 0 | 0 | 33.1147 | 0 | 0 | 33.1147 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451735 | -167772 | -432667 | -398331 | -225130 | -760060 |
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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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