Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744912.6924 | 713686.1308 | 31226.5617 | -53926.4954 | 692322.7477 | -746249.2431 |
Total P&L (%) | 744.9127 | 713.6861 | 31.2266 | -53.9265 | 692.3227 | -746.2492 |
Avg Daily Profit (%) | 0.3091 | 0.2961 | 0.013 | -0.0322 | 0.0859 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234914 | -93253 | -233092 | -762016 | -115399 | -871625 |
Profit Factor | 1.7994 | 2.5116 | 1.0679 | 0.9615 | 3.179 | 0.3119 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 49.0909 | 43.6364 | 54.5455 | 49.0909 | 43.6364 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.8661 | 3.2441 | 0.8899 | 0.9972 | 4.1063 | 0.2599 |
Largest Winning Trade | 328432 | 328432 | 57021 | 360394 | 360394 | 97646 |
Largest Losing Trade | -90920 | -49002 | -90920 | -661180 | -97903 | -661180 |
Avg Bars in Trades | 41 | 47 | 35 | 41 | 47 | 35 |
Avg Bars in Winners | 49 | 56 | 44 | 49 | 56 | 44 |
Avg Bars in Losers | 34 | 41 | 26 | 34 | 41 | 26 |
Bars Traded | 4617 | 2639 | 1977 | 4617 | 2639 | 1977 |
Profit Streak | 0 | 121.5982 | 0 | 0 | 121.5982 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443596 | -167924 | -505468 | -580839 | -253324 | -760244 |
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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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