Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410528.4778 | 305896.1312 | 104632.3466 | 847192.401 | 473206.2312 | 373986.1698 |
Total P&L (%) | 410.5285 | 305.8961 | 104.6323 | 847.1924 | 473.2062 | 373.9862 |
Avg Daily Profit (%) | 0.2875 | 0.2142 | 0.0733 | 0.1576 | 0.1223 | 0.109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83827 | -52640 | -63768 | -1691314 | -1307774 | -441833 |
Profit Factor | 1.9642 | 2.1893 | 1.6207 | 1.3012 | 1.2502 | 1.406 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 56.4103 | 58.9744 | 53.8462 | 56.4103 | 58.9744 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5178 | 1.523 | 1.3892 | 1.0055 | 0.8697 | 1.2052 |
Largest Winning Trade | 75426 | 75426 | 32613 | 652715 | 652715 | 356208 |
Largest Losing Trade | -48998 | -48998 | -29832 | -1261630 | -1261630 | -295043 |
Avg Bars in Trades | 49 | 65 | 34 | 49 | 65 | 34 |
Avg Bars in Winners | 55 | 65 | 45 | 55 | 65 | 45 |
Avg Bars in Losers | 41 | 64 | 21 | 41 | 64 | 21 |
Bars Traded | 3887 | 2548 | 1339 | 3887 | 2548 | 1339 |
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 | -25568 | 471315 | -92634 | -29902 | -30377 | -46189 |
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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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