Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830854.0033 | 804107.944 | 26746.0593 | 419056.7186 | 401522.7278 | 17533.9908 |
Total P&L (%) | 830.854 | 804.1079 | 26.7461 | 419.0567 | 401.5227 | 17.534 |
Avg Daily Profit (%) | 0.4531 | 0.4385 | 0.0146 | 0.0898 | 0.088 | 0.0088 |
Buy And Hold Return (%) | 195.7839 | 195.7839 | 195.7839 | 195.7839 | 195.7839 | 195.7839 |
Max Trade Drawdown | -90374 | -93148 | -51690 | -750987 | -658024 | -384917 |
Profit Factor | 2.372 | 3.358 | 1.1011 | 1.1277 | 1.2036 | 1.0134 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 45.8716 | 37.037 | 54.5455 | 45.8716 | 37.037 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.799 | 5.7086 | 0.9176 | 1.3307 | 2.0461 | 0.8445 |
Largest Winning Trade | 723002 | 723002 | 44415 | 652201 | 652201 | 185689 |
Largest Losing Trade | -35824 | -26503 | -35824 | -232704 | -232704 | -177652 |
Avg Bars in Trades | 63 | 85 | 42 | 63 | 85 | 42 |
Avg Bars in Winners | 83 | 130 | 52 | 83 | 130 | 52 |
Avg Bars in Losers | 47 | 59 | 30 | 47 | 59 | 30 |
Bars Traded | 6962 | 4626 | 2336 | 6962 | 4626 | 2336 |
Profit Streak | 28.8783 | 0 | 40.8783 | 28.8783 | 0 | 40.8783 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429767 | -170726 | -629040 | -159797 | -266550 | -733220 |
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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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