Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461416.8732 | 351702.4337 | 109714.4395 | 579468.9714 | 588473.1261 | -9004.1547 |
Total P&L (%) | 461.4169 | 351.7024 | 109.7144 | 579.469 | 588.4731 | -9.0042 |
Avg Daily Profit (%) | 0.443 | 0.3376 | 0.1053 | 0.1841 | 0.1854 | -0.0091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134572 | -84428 | -75763 | -949699 | -558773 | -515511 |
Profit Factor | 1.9415 | 2.3866 | 1.464 | 1.1742 | 1.3566 | 0.9946 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 42.3077 | 34.6154 | 50 | 42.3077 | 34.6154 | 50 |
Ratio Avg Win / Avg Loss | 2.6475 | 4.508 | 1.464 | 1.6012 | 2.5624 | 0.9946 |
Largest Winning Trade | 175895 | 175895 | 31371 | 738955 | 738955 | 345987 |
Largest Losing Trade | -29328 | -25699 | -29328 | -393181 | -212958 | -393181 |
Avg Bars in Trades | 233 | 215 | 251 | 233 | 215 | 251 |
Avg Bars in Winners | 366 | 374 | 360 | 366 | 374 | 360 |
Avg Bars in Losers | 136 | 131 | 142 | 136 | 131 | 142 |
Bars Traded | 24282 | 11208 | 13074 | 24282 | 11208 | 13074 |
Profit Streak | 21.9434 | 31.86 | 0 | 21.9434 | 31.86 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403900 | -172154 | -231340 | -22070 | -176044 | -760833 |
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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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