Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612051.2317 | 442987.2734 | 169063.9583 | 378060.3749 | -216571.3227 | 594631.6976 |
Total P&L (%) | 612.0512 | 442.9873 | 169.064 | 378.0604 | -216.5713 | 594.6317 |
Avg Daily Profit (%) | 0.3377 | 0.2444 | 0.0933 | 0.0864 | 0 | 0.107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90827 | -69780 | -66839 | -1924135 | -1050086 | -1489668 |
Profit Factor | 2.2748 | 2.9091 | 1.6815 | 1.0736 | 0.897 | 1.1961 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 43.1579 | 33.3333 | 53.1915 | 43.1579 | 33.3333 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.996 | 5.8181 | 1.4797 | 1.414 | 1.794 | 1.0525 |
Largest Winning Trade | 475050 | 475050 | 70838 | 992003 | 622475 | 992003 |
Largest Losing Trade | -60448 | -24062 | -60448 | -1393323 | -357492 | -1393323 |
Avg Bars in Trades | 73 | 48 | 100 | 73 | 48 | 100 |
Avg Bars in Winners | 119 | 87 | 140 | 119 | 87 | 140 |
Avg Bars in Losers | 38 | 28 | 54 | 38 | 28 | 54 |
Bars Traded | 7015 | 2314 | 4701 | 7015 | 2314 | 4701 |
Profit Streak | 0 | 0 | 50.8482 | 0 | 0 | 50.8482 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400962 | 257856 | -64861 | -219607 | -584392 | -53096 |
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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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