Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889853.9562 | 901800.4523 | -11946.4961 | -115097.3018 | -32490.5489 | -82606.7529 |
Total P&L (%) | 889.854 | 901.8005 | -11.9465 | -115.0973 | -32.4905 | -82.6068 |
Avg Daily Profit (%) | 0.3762 | 0.3813 | -0.0051 | 0 | -0.0166 | -0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195338 | -113204 | -217671 | -240325 | -119260 | -163903 |
Profit Factor | 2.0379 | 3.4082 | 0.9753 | 0.84 | 0.8942 | 0.7997 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 43 | 21 | 22 | 46 | 23 | 23 |
Losing Trades | 49 | 25 | 24 | 46 | 23 | 23 |
Profitability (%) | 46.7391 | 45.6522 | 47.8261 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.3222 | 4.0574 | 1.0639 | 0.84 | 0.8942 | 0.7997 |
Largest Winning Trade | 874880 | 874880 | 50860 | 59840 | 59840 | 52037 |
Largest Losing Trade | -116200 | -39705 | -116200 | -116993 | -61542 | -116993 |
Avg Bars in Trades | 74 | 83 | 65 | 74 | 83 | 65 |
Avg Bars in Winners | 95 | 101 | 88 | 94 | 100 | 88 |
Avg Bars in Losers | 56 | 68 | 44 | 54 | 67 | 42 |
Bars Traded | 6858 | 3845 | 3013 | 6858 | 3845 | 3013 |
Profit Streak | 0 | 0 | 0 | 120.905 | 120.905 | 213.905 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446198 | 521552 | -579883 | -579145 | -579746 | -579346 |
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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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