Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643590.9648 | 534302.424 | 109288.5408 | 452202.8167 | 869769.1862 | -417566.3695 |
Total P&L (%) | 643.591 | 534.3024 | 109.2885 | 452.2028 | 869.7692 | -417.5664 |
Avg Daily Profit (%) | 0.4028 | 0.3344 | 0.0684 | 0.107 | 0.1423 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131672 | -87421 | -99219 | -1074420 | -568985 | -929768 |
Profit Factor | 2.0822 | 2.7041 | 1.3887 | 1.1399 | 1.5715 | 0.756 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 37.3626 | 32.6087 | 42.2222 | 37.3626 | 32.6087 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.4908 | 5.5885 | 1.9003 | 1.9109 | 3.2477 | 1.0345 |
Largest Winning Trade | 349119 | 349119 | 68235 | 954145 | 954145 | 176360 |
Largest Losing Trade | -35702 | -27839 | -35702 | -482338 | -217765 | -482338 |
Avg Bars in Trades | 206 | 177 | 237 | 206 | 177 | 237 |
Avg Bars in Winners | 366 | 343 | 384 | 366 | 343 | 384 |
Avg Bars in Losers | 111 | 96 | 129 | 111 | 96 | 129 |
Bars Traded | 18827 | 8159 | 10668 | 18827 | 8159 | 10668 |
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 | 326086 | 275599 | -102835 | -120394 | -6520 | -582070 |
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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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