Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825553.7782 | 931001.3676 | -105447.5894 | -102476.6961 | 183200.9941 | -285677.6901 |
Total P&L (%) | 825.5538 | 931.0014 | -105.4476 | -102.4767 | 183.201 | -285.6777 |
Avg Daily Profit (%) | 0.3427 | 0.3864 | -0.0438 | 0 | 0.0432 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -392701 | -226821 | -216886 | -827217 | -363303 | -473478 |
Profit Factor | 1.8406 | 2.8644 | 0.7816 | 0.9119 | 1.3663 | 0.5691 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 59 | 25 | 34 | 64 | 37 | 27 |
Losing Trades | 71 | 40 | 31 | 66 | 28 | 38 |
Profitability (%) | 45.3846 | 38.4615 | 52.3077 | 49.2308 | 56.9231 | 41.5385 |
Ratio Avg Win / Avg Loss | 2.215 | 4.583 | 0.7126 | 0.9404 | 1.0339 | 0.8009 |
Largest Winning Trade | 976349 | 976349 | 50633 | 540199 | 540199 | 264356 |
Largest Losing Trade | -110515 | -61355 | -110515 | -414441 | -295655 | -414441 |
Avg Bars in Trades | 70 | 84 | 57 | 70 | 84 | 57 |
Avg Bars in Winners | 78 | 101 | 60 | 84 | 91 | 73 |
Avg Bars in Losers | 64 | 73 | 53 | 57 | 74 | 45 |
Bars Traded | 9198 | 5476 | 3722 | 9198 | 5476 | 3722 |
Profit Streak | 0 | 0 | 0 | 25.3084 | 25.3084 | 200.0584 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406777 | -121345 | -712159 | -579709 | -264934 | -714665 |
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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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