Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307699.162 | 327424.0718 | -19724.9098 | -70327.0455 | 553.3028 | -70880.3484 |
Total P&L (%) | 307.6992 | 327.4241 | -19.7249 | -70.327 | 0.5533 | -70.8803 |
Avg Daily Profit (%) | 0.1418 | 0.1509 | -0.0091 | -0.056 | 0.0003 | -0.0568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255958 | -174721 | -131104 | -908924 | -602005 | -528383 |
Profit Factor | 1.4676 | 2.0633 | 0.9437 | 0.9624 | 1.0007 | 0.9363 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 50 | 46.3415 | 53.6585 | 50 | 46.3415 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.4676 | 2.3891 | 0.815 | 0.9624 | 1.1587 | 0.8086 |
Largest Winning Trade | 331301 | 331301 | 50372 | 306008 | 276732 | 306008 |
Largest Losing Trade | -51648 | -47960 | -51648 | -341860 | -177557 | -341860 |
Avg Bars in Trades | 100 | 84 | 116 | 100 | 84 | 116 |
Avg Bars in Winners | 115 | 91 | 136 | 115 | 91 | 136 |
Avg Bars in Losers | 85 | 78 | 93 | 85 | 78 | 93 |
Bars Traded | 8266 | 3477 | 4789 | 8266 | 3477 | 4789 |
Profit Streak | 0 | 0 | 194.9884 | 0 | 0 | 194.9884 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11391 | 350524 | -579292 | -589555 | -579357 | -579292 |
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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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