Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313380.361 | 227886.0465 | 85494.3145 | 544734.5854 | 643738.1957 | -99003.6102 |
Total P&L (%) | 313.3804 | 227.886 | 85.4943 | 544.7346 | 643.7382 | -99.0036 |
Avg Daily Profit (%) | 0.3008 | 0.2188 | 0.0821 | 0.1791 | 0.1928 | -0.4415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68673 | -51560 | -64950 | -810822 | -232127 | -730881 |
Profit Factor | 1.9265 | 2.3756 | 1.4954 | 1.2823 | 1.8438 | 0.9151 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 40.4762 | 38.0952 | 42.8571 | 40.4762 | 38.0952 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.8331 | 3.8604 | 1.9939 | 1.8857 | 2.9961 | 1.2202 |
Largest Winning Trade | 99934 | 99934 | 49328 | 305757 | 305757 | 250269 |
Largest Losing Trade | -30349 | -19278 | -30349 | -280938 | -120313 | -280938 |
Avg Bars in Trades | 286 | 275 | 297 | 286 | 275 | 297 |
Avg Bars in Winners | 473 | 479 | 467 | 473 | 479 | 467 |
Avg Bars in Losers | 159 | 149 | 169 | 159 | 149 | 169 |
Bars Traded | 24053 | 11562 | 12491 | 24053 | 11562 | 12491 |
Profit Streak | 0 | 53.0971 | 0 | 0 | 53.0971 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311839 | 298196 | -83719 | 196795 | 268261 | -581845 |
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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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