Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392910.512 | 423338.8312 | -30428.3192 | -87126.8362 | 33176.5483 | -120303.3845 |
Total P&L (%) | 392.9105 | 423.3388 | -30.4283 | -87.1268 | 33.1765 | -120.3034 |
Avg Daily Profit (%) | 0.2112 | 0.2276 | -0.0164 | -0.1102 | 0.0154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214769 | -117778 | -190536 | -144233 | -25869 | -139229 |
Profit Factor | 1.44 | 2.0349 | 0.9371 | 0.6657 | 1.4596 | 0.3616 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 50 | 45.6522 | 54.3478 | 50 | 45.6522 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.44 | 2.4225 | 0.7872 | 0.6657 | 1.7377 | 0.3038 |
Largest Winning Trade | 273321 | 273321 | 65944 | 42566 | 42566 | 13812 |
Largest Losing Trade | -70961 | -47697 | -70961 | -104144 | -11777 | -104144 |
Avg Bars in Trades | 77 | 81 | 74 | 77 | 81 | 74 |
Avg Bars in Winners | 89 | 101 | 79 | 89 | 101 | 79 |
Avg Bars in Losers | 66 | 64 | 67 | 66 | 64 | 67 |
Bars Traded | 7148 | 3741 | 3407 | 7148 | 3741 | 3407 |
Profit Streak | 0 | 0 | 43.7755 | 0 | 0 | 43.7755 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320480 | 363861 | -579587 | -580532 | -174541 | -579587 |
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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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