Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384213.0332 | 307901.4698 | 76311.5634 | -988683.1707 | -178717.0167 | -809966.1539 |
Total P&L (%) | 384.213 | 307.9015 | 76.3116 | -988.6832 | -178.717 | -809.9662 |
Avg Daily Profit (%) | 0.2074 | 0.1662 | 0.0412 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237966 | -97684 | -174545 | -2900013 | -1053910 | -2213150 |
Profit Factor | 1.5647 | 2.0662 | 1.1949 | 0.8631 | 0.9428 | 0.8025 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 56 | 26 | 30 | 54 | 26 | 28 |
Losing Trades | 36 | 20 | 16 | 38 | 20 | 18 |
Profitability (%) | 60.8696 | 56.5217 | 65.2174 | 58.6957 | 56.5217 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.0059 | 1.5894 | 0.6373 | 0.6074 | 0.7252 | 0.5159 |
Largest Winning Trade | 106082 | 106082 | 55897 | 806314 | 806314 | 394078 |
Largest Losing Trade | -161112 | -56736 | -161112 | -1472139 | -690126 | -1472139 |
Avg Bars in Trades | 57 | 45 | 68 | 57 | 45 | 68 |
Avg Bars in Winners | 52 | 37 | 65 | 56 | 44 | 67 |
Avg Bars in Losers | 64 | 55 | 75 | 57 | 46 | 70 |
Bars Traded | 5251 | 2087 | 3164 | 5251 | 2087 | 3164 |
Profit Streak | 0 | 50.5348 | 0 | 18.2015 | 0 | 26.5348 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397458 | 474090 | -143652 | -578841 | -579859 | -578753 |
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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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