Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445262.216 | 465397.4757 | -20135.2597 | -28406.0827 | 85534.9276 | -113941.0103 |
Total P&L (%) | 445.2622 | 465.3975 | -20.1353 | -28.4061 | 85.5349 | -113.941 |
Avg Daily Profit (%) | 0.2334 | 0.244 | -0.0106 | -0.0175 | 0.0324 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130967 | -102698 | -94613 | -603683 | -442049 | -351212 |
Profit Factor | 1.6776 | 2.3686 | 0.9365 | 0.9866 | 1.0796 | 0.8909 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 50.5263 | 43.75 | 57.4468 | 50.5263 | 43.75 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.6426 | 3.0453 | 0.6937 | 0.966 | 1.3881 | 0.6599 |
Largest Winning Trade | 339476 | 339476 | 58806 | 317064 | 317064 | 151056 |
Largest Losing Trade | -61510 | -41623 | -61510 | -259078 | -195418 | -259078 |
Avg Bars in Trades | 55 | 53 | 58 | 55 | 53 | 58 |
Avg Bars in Winners | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Losers | 37 | 40 | 33 | 37 | 40 | 33 |
Bars Traded | 5308 | 2571 | 2737 | 5308 | 2571 | 2737 |
Profit Streak | 0 | 0 | 69.3718 | 0 | 0 | 69.3718 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410617 | 365994 | -579173 | -580456 | -284870 | -579173 |
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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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