Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975177.8701 | 991293.8158 | -16115.9457 | -59439.8775 | 218809.7031 | -278249.5806 |
Total P&L (%) | 975.1779 | 991.2938 | -16.1159 | -59.4399 | 218.8097 | -278.2496 |
Avg Daily Profit (%) | 0.4217 | 0.4286 | -0.007 | -0.039 | 0.0501 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162503 | -119098 | -55179 | -1104449 | -974028 | -405650 |
Profit Factor | 2.2798 | 2.8895 | 0.9321 | 0.9709 | 1.1574 | 0.5741 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 43.0108 | 47.8261 | 38.2979 | 43.0108 | 47.8261 | 38.2979 |
Ratio Avg Win / Avg Loss | 3.0207 | 3.1522 | 1.5017 | 1.2865 | 1.2626 | 0.925 |
Largest Winning Trade | 429111 | 429111 | 43931 | 801750 | 801750 | 137068 |
Largest Losing Trade | -94546 | -94546 | -36258 | -958444 | -958444 | -256177 |
Avg Bars in Trades | 73 | 139 | 8 | 73 | 139 | 8 |
Avg Bars in Winners | 84 | 146 | 9 | 84 | 146 | 9 |
Avg Bars in Losers | 64 | 133 | 6 | 64 | 133 | 6 |
Bars Traded | 6792 | 6416 | 376 | 6792 | 6416 | 376 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424891 | 530525 | -582192 | -581581 | -174086 | -584969 |
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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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