Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727895.3507 | 604767.2714 | 123128.0793 | 343402.9329 | 540081.4323 | -196678.4994 |
Total P&L (%) | 727.8954 | 604.7673 | 123.1281 | 343.4029 | 540.0814 | -196.6785 |
Avg Daily Profit (%) | 0.4542 | 0.3774 | 0.0768 | 0.093 | 0.1159 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110096 | -64748 | -94378 | -342435 | -185754 | -426606 |
Profit Factor | 2.1518 | 2.8171 | 1.4116 | 1.2209 | 1.7857 | 0.7733 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 43.299 | 34.6939 | 52.0833 | 43.299 | 34.6939 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.8178 | 5.3028 | 1.2987 | 1.5988 | 3.3614 | 0.7114 |
Largest Winning Trade | 364737 | 364737 | 67751 | 324920 | 324920 | 103890 |
Largest Losing Trade | -79520 | -38792 | -79520 | -291823 | -83437 | -291823 |
Avg Bars in Trades | 194 | 167 | 221 | 194 | 167 | 221 |
Avg Bars in Winners | 296 | 307 | 289 | 296 | 307 | 289 |
Avg Bars in Losers | 115 | 93 | 146 | 115 | 93 | 146 |
Bars Traded | 18820 | 8212 | 10608 | 18820 | 8212 | 10608 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430424 | 326696 | -89235 | -70469 | -40308 | -580419 |
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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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