Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 965135.0261 | 990131.037 | -24996.0109 | -78392.367 | -54990.2385 | -23402.1285 |
Total P&L (%) | 965.135 | 990.131 | -24.996 | -78.3924 | -54.9902 | -23.4021 |
Avg Daily Profit (%) | 0.4988 | 0.5117 | -0.0129 | -0.0791 | -0.0412 | -0.0138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234998 | -222862 | -56973 | -414065 | -402846 | -53484 |
Profit Factor | 2.4139 | 2.8692 | 0.8365 | 0.8884 | 0.9033 | 0.8244 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 46.0674 | 36.3636 | 55.5556 | 46.0674 | 36.3636 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.826 | 5.0211 | 0.6692 | 1.04 | 1.5809 | 0.6595 |
Largest Winning Trade | 1105776 | 1105776 | 14335 | 366357 | 366357 | 31903 |
Largest Losing Trade | -56260 | -56260 | -29585 | -207424 | -207424 | -47708 |
Avg Bars in Trades | 39 | 74 | 5 | 39 | 74 | 5 |
Avg Bars in Winners | 42 | 101 | 5 | 42 | 101 | 5 |
Avg Bars in Losers | 36 | 59 | 4 | 36 | 59 | 4 |
Bars Traded | 3505 | 3280 | 225 | 3505 | 3280 | 225 |
Profit Streak | 96.5708 | 0 | 253.5708 | 96.5708 | 0 | 253.5708 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520492 | 393652 | -578293 | -579843 | -583244 | -578293 |
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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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