Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328814.1946 | 58336.484 | 270477.7106 | 719633.3799 | -51572.8002 | 771206.1801 |
Total P&L (%) | 328.8142 | 58.3365 | 270.4777 | 719.6334 | -51.5728 | 771.2062 |
Avg Daily Profit (%) | 0.2164 | 0.0384 | 0.178 | 0.1385 | -0.0477 | 0.1425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64588 | -47721 | -37769 | -797911 | -519295 | -462520 |
Profit Factor | 2.0795 | 1.3176 | 3.2371 | 1.3017 | 0.9608 | 1.722 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 31.3953 | 23.2558 | 39.5349 | 31.3953 | 23.2558 | 39.5349 |
Ratio Avg Win / Avg Loss | 4.5441 | 4.348 | 4.9509 | 2.8446 | 3.1708 | 2.6337 |
Largest Winning Trade | 76261 | 76261 | 73398 | 519100 | 402916 | 519100 |
Largest Losing Trade | -21632 | -21632 | -12065 | -120448 | -96992 | -120448 |
Avg Bars in Trades | 51 | 33 | 69 | 51 | 33 | 69 |
Avg Bars in Winners | 132 | 95 | 154 | 132 | 95 | 154 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 4421 | 1447 | 2974 | 4421 | 1447 | 2974 |
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 | 169534 | -178548 | 345661 | -13488 | -615451 | -3082 |
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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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