Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461218.205 | 423820.5941 | 37397.6109 | 114601.7432 | 113323.2926 | 1278.4505 |
Total P&L (%) | 461.2182 | 423.8206 | 37.3976 | 114.6017 | 113.3233 | 1.2785 |
Avg Daily Profit (%) | 0.2467 | 0.2267 | 0.02 | 0.0409 | 0.0405 | 0.0007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98214 | -71271 | -105790 | -364176 | -185455 | -288116 |
Profit Factor | 1.8899 | 2.7109 | 1.1382 | 1.0904 | 1.1735 | 1.0021 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 55.6962 | 57.5 | 53.8462 | 55.6962 | 57.5 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5033 | 2.0037 | 0.9756 | 0.8674 | 0.8673 | 0.8589 |
Largest Winning Trade | 369886 | 369886 | 54730 | 128981 | 128981 | 128223 |
Largest Losing Trade | -58949 | -40860 | -58949 | -164723 | -92848 | -164723 |
Avg Bars in Trades | 135 | 103 | 167 | 135 | 103 | 167 |
Avg Bars in Winners | 140 | 85 | 201 | 140 | 85 | 201 |
Avg Bars in Losers | 127 | 128 | 127 | 127 | 128 | 127 |
Bars Traded | 10667 | 4139 | 6528 | 10667 | 4139 | 6528 |
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 | -18931 | 504778 | -238216 | -291646 | -169138 | -577065 |
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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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