Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368567.4929 | 98752.7507 | 269814.7422 | 317247.1643 | -98194.115 | 415441.2793 |
Total P&L (%) | 368.5675 | 98.7528 | 269.8147 | 317.2472 | -98.1941 | 415.4413 |
Avg Daily Profit (%) | 0.2489 | 0.0667 | 0.1822 | 0.0965 | -0.2707 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112712 | -55789 | -93060 | -897050 | -556775 | -766610 |
Profit Factor | 1.936 | 1.5914 | 2.1896 | 1.1249 | 0.9128 | 1.2938 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 69.4118 | 60.4651 | 78.5714 | 69.4118 | 60.4651 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.8532 | 1.0406 | 0.5972 | 0.4957 | 0.5968 | 0.3529 |
Largest Winning Trade | 40140 | 26159 | 40140 | 186489 | 149738 | 186489 |
Largest Losing Trade | -79928 | -50692 | -79928 | -581972 | -502886 | -581972 |
Avg Bars in Trades | 199 | 84 | 316 | 199 | 84 | 316 |
Avg Bars in Winners | 142 | 62 | 204 | 142 | 62 | 204 |
Avg Bars in Losers | 328 | 117 | 727 | 328 | 117 | 727 |
Bars Traded | 16934 | 3622 | 13312 | 16934 | 3622 | 13312 |
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 | 430520 | -100627 | 453752 | -145937 | -579370 | -42964 |
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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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