Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896211.6588 | 863900.6382 | 32311.0205 | -25181.1951 | 379544.7802 | -404725.9753 |
Total P&L (%) | 896.2117 | 863.9006 | 32.311 | -25.1812 | 379.5448 | -404.726 |
Avg Daily Profit (%) | 0.3742 | 0.3607 | 0.0135 | -0.0121 | 0.0655 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154586 | -107166 | -130163 | -465033 | -234295 | -461393 |
Profit Factor | 2.0202 | 2.8716 | 1.0775 | 0.9847 | 1.5164 | 0.554 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 38.2716 | 34.1463 | 42.5 | 38.2716 | 34.1463 | 42.5 |
Ratio Avg Win / Avg Loss | 3.2584 | 5.5381 | 1.4578 | 1.5882 | 2.9244 | 0.7496 |
Largest Winning Trade | 629149 | 629149 | 63997 | 460312 | 460312 | 111615 |
Largest Losing Trade | -60997 | -42296 | -60997 | -325408 | -88004 | -325408 |
Avg Bars in Trades | 115 | 90 | 140 | 115 | 90 | 140 |
Avg Bars in Winners | 234 | 190 | 271 | 234 | 190 | 271 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 9342 | 3729 | 5613 | 9342 | 3729 | 5613 |
Profit Streak | 0 | 0 | 30.0216 | 0 | 0 | 30.0216 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7472 | 315516 | -315335 | -598838 | -109106 | -583126 |
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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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