Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804145.4724 | 802868.7825 | 1276.6899 | -57216.9783 | -71997.5844 | 14780.6061 |
Total P&L (%) | 804.1455 | 802.8688 | 1.2767 | -57.217 | -71.9976 | 14.7806 |
Avg Daily Profit (%) | 0.3337 | 0.3331 | 0.0005 | -0.0352 | -0.0528 | 0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195368 | -141323 | -148505 | -151063 | -172694 | -71577 |
Profit Factor | 2.0723 | 3.0656 | 1.0035 | 0.8986 | 0.7894 | 1.0665 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0723 | 3.832 | 0.8028 | 0.8986 | 0.9867 | 0.8532 |
Largest Winning Trade | 790036 | 790036 | 63704 | 165603 | 165603 | 50072 |
Largest Losing Trade | -77311 | -40189 | -77311 | -48837 | -48837 | -28799 |
Avg Bars in Trades | 42 | 33 | 51 | 42 | 33 | 51 |
Avg Bars in Winners | 55 | 41 | 65 | 55 | 41 | 65 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 4599 | 1833 | 2766 | 4599 | 1833 | 2766 |
Profit Streak | 8.9411 | 0 | 12.9411 | 8.9411 | 0 | 12.9411 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506720 | -167183 | -754909 | -579822 | -762993 | -530016 |
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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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