Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661070.168 | 638588.6652 | 22481.5028 | -13456.036 | 284432.3084 | -297888.3444 |
Total P&L (%) | 661.0702 | 638.5887 | 22.4815 | -13.456 | 284.4323 | -297.8883 |
Avg Daily Profit (%) | 0.4086 | 0.3947 | 0.0139 | -0.0089 | 0.0833 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184960 | -179964 | -97078 | -769916 | -450272 | -435659 |
Profit Factor | 1.945 | 2.2344 | 1.1234 | 0.9928 | 1.2323 | 0.5305 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 40 | 36.5385 | 43.3962 | 40 | 36.5385 | 43.3962 |
Ratio Avg Win / Avg Loss | 2.9175 | 3.8808 | 1.4653 | 1.4891 | 2.1402 | 0.692 |
Largest Winning Trade | 572941 | 572941 | 32357 | 700977 | 700977 | 107863 |
Largest Losing Trade | -40613 | -40613 | -27573 | -227017 | -174063 | -227017 |
Avg Bars in Trades | 178 | 328 | 31 | 178 | 328 | 31 |
Avg Bars in Winners | 283 | 572 | 45 | 283 | 572 | 45 |
Avg Bars in Losers | 109 | 188 | 21 | 109 | 188 | 21 |
Bars Traded | 18782 | 17091 | 1691 | 18782 | 17091 | 1691 |
Profit Streak | 479.7362 | 0 | 525.2362 | 479.7362 | 0 | 525.2362 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377618 | -171336 | -446376 | -582136 | -266301 | -762817 |
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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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