Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641801.678 | 684457.798 | -42656.1201 | -66913.6663 | 14024.7417 | -80938.408 |
Total P&L (%) | 641.8017 | 684.4578 | -42.6561 | -66.9137 | 14.0247 | -80.9384 |
Avg Daily Profit (%) | 0.3444 | 0.3673 | -0.0229 | -0.0593 | 0.007 | -0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142381 | -152801 | -65818 | -312520 | -269366 | -83035 |
Profit Factor | 1.9857 | 2.4117 | 0.7434 | 0.9145 | 1.0233 | 0.5526 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 39.3939 | 36.7347 | 42 | 39.3939 | 36.7347 | 42 |
Ratio Avg Win / Avg Loss | 3.055 | 4.1535 | 1.0266 | 1.4069 | 1.7624 | 0.7632 |
Largest Winning Trade | 575330 | 575330 | 15464 | 273340 | 273340 | 20238 |
Largest Losing Trade | -59947 | -59947 | -29172 | -172587 | -172587 | -50140 |
Avg Bars in Trades | 35 | 65 | 5 | 35 | 65 | 5 |
Avg Bars in Winners | 46 | 93 | 5 | 46 | 93 | 5 |
Avg Bars in Losers | 28 | 49 | 5 | 28 | 49 | 5 |
Bars Traded | 3497 | 3215 | 282 | 3497 | 3215 | 282 |
Profit Streak | 103.1335 | 103.1335 | 241.1335 | 103.1335 | 103.1335 | 241.1335 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379411 | 344186 | -760622 | -581616 | -422243 | -762289 |
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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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