Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704165.0552 | 650175.3598 | 53989.6954 | -12588.6455 | 426574.0138 | -439162.6593 |
Total P&L (%) | 704.1651 | 650.1754 | 53.9897 | -12.5886 | 426.574 | -439.1627 |
Avg Daily Profit (%) | 0.3752 | 0.3464 | 0.0288 | -0.0072 | 0.0886 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264954 | -148494 | -162206 | -1823445 | -904682 | -932449 |
Profit Factor | 1.8698 | 2.3939 | 1.1574 | 0.9945 | 1.4067 | 0.6399 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 52.6786 | 46.4286 | 58.9286 | 52.6786 | 46.4286 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.6797 | 2.7622 | 0.8066 | 0.8933 | 1.6231 | 0.446 |
Largest Winning Trade | 387127 | 387127 | 45325 | 525931 | 525931 | 238385 |
Largest Losing Trade | -92278 | -47342 | -92278 | -736322 | -584170 | -736322 |
Avg Bars in Trades | 62 | 89 | 35 | 62 | 89 | 35 |
Avg Bars in Winners | 66 | 100 | 39 | 66 | 100 | 39 |
Avg Bars in Losers | 58 | 80 | 30 | 58 | 80 | 30 |
Bars Traded | 7039 | 5027 | 2012 | 7039 | 5027 | 2012 |
Profit Streak | 0 | 0 | 113.2366 | 0 | 0 | 113.2366 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494246 | -167594 | -382960 | -580133 | -254330 | -759112 |
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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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