Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463514.6166 | 346978.7123 | 116535.9043 | 884823.6991 | 947778.2738 | -62954.5746 |
Total P&L (%) | 463.5146 | 346.9787 | 116.5359 | 884.8237 | 947.7783 | -62.9546 |
Avg Daily Profit (%) | 0.2108 | 0.1578 | 0.053 | 0.1041 | 0.1069 | -0.0452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110003 | -129811 | -71383 | -1187908 | -991673 | -924832 |
Profit Factor | 1.7887 | 2.1817 | 1.3963 | 1.1838 | 1.4207 | 0.9754 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 45.1923 | 36.5385 | 53.8462 | 45.1923 | 36.5385 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.1692 | 3.7892 | 1.1968 | 1.4357 | 2.4675 | 0.8361 |
Largest Winning Trade | 111089 | 111089 | 41491 | 742827 | 742827 | 260023 |
Largest Losing Trade | -26950 | -22248 | -26950 | -350911 | -203067 | -350911 |
Avg Bars in Trades | 83 | 77 | 89 | 83 | 77 | 89 |
Avg Bars in Winners | 129 | 133 | 127 | 129 | 133 | 127 |
Avg Bars in Losers | 45 | 44 | 45 | 45 | 44 | 45 |
Bars Traded | 8676 | 4014 | 4662 | 8676 | 4014 | 4662 |
Profit Streak | 0 | 0 | 49.374 | 0 | 0 | 49.374 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342464 | -173879 | -300459 | -73518 | -233211 | -759771 |
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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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