Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520697.6658 | 411421.0428 | 109276.6229 | 854947.364 | 358695.8353 | 496251.5288 |
Total P&L (%) | 520.6977 | 411.421 | 109.2766 | 854.9474 | 358.6958 | 496.2515 |
Avg Daily Profit (%) | 0.4859 | 0.3839 | 0.102 | 0.2108 | 0.1422 | 0.1667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79458 | -51592 | -86364 | -931562 | -575334 | -856903 |
Profit Factor | 2.4073 | 3.1352 | 1.6163 | 1.2456 | 1.191 | 1.3096 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 65.8824 | 60.4651 | 71.4286 | 65.8824 | 60.4651 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.2466 | 2.05 | 0.6465 | 0.645 | 0.7787 | 0.5238 |
Largest Winning Trade | 372572 | 372572 | 31488 | 616584 | 616584 | 221109 |
Largest Losing Trade | -29601 | -27147 | -29601 | -360622 | -360622 | -261659 |
Avg Bars in Trades | 73 | 85 | 60 | 73 | 85 | 60 |
Avg Bars in Winners | 63 | 70 | 57 | 63 | 70 | 57 |
Avg Bars in Losers | 91 | 108 | 66 | 91 | 108 | 66 |
Bars Traded | 6227 | 3687 | 2540 | 6227 | 3687 | 2540 |
Profit Streak | 0 | 0 | 133.969 | 0 | 0 | 133.969 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594719 | 597291 | -52360 | 316020 | -13856 | 360625 |
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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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