Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432693.5318 | 352507.3289 | 80186.2029 | 361061.2525 | 362249.4425 | -1188.19 |
Total P&L (%) | 432.6935 | 352.5073 | 80.1862 | 361.0613 | 362.2494 | -1.1882 |
Avg Daily Profit (%) | 0.2445 | 0.1992 | 0.0453 | 0.0864 | 0.0865 | -0.0007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112109 | -76256 | -85607 | -390897 | -315286 | -302644 |
Profit Factor | 1.6648 | 2.22 | 1.2215 | 1.152 | 1.3364 | 0.9991 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 43.5644 | 42 | 45.098 | 43.5644 | 42 | 45.098 |
Ratio Avg Win / Avg Loss | 2.1567 | 3.0657 | 1.4871 | 1.4923 | 1.8455 | 1.2163 |
Largest Winning Trade | 164149 | 164149 | 73743 | 217206 | 217206 | 204182 |
Largest Losing Trade | -41430 | -39258 | -41430 | -290095 | -129548 | -290095 |
Avg Bars in Trades | 204 | 191 | 217 | 204 | 191 | 217 |
Avg Bars in Winners | 311 | 302 | 318 | 311 | 302 | 318 |
Avg Bars in Losers | 121 | 110 | 134 | 121 | 110 | 134 |
Bars Traded | 20646 | 9553 | 11093 | 20646 | 9553 | 11093 |
Profit Streak | 35.4078 | 0 | 47.3245 | 35.4078 | 0 | 47.3245 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340682 | -171327 | -314194 | -132675 | -259170 | -760513 |
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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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