Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729972.7005 | 634721.7372 | 95250.9632 | 277851.4647 | 508549.9982 | -230698.5335 |
Total P&L (%) | 729.9727 | 634.7217 | 95.251 | 277.8515 | 508.55 | -230.6985 |
Avg Daily Profit (%) | 0.3945 | 0.3431 | 0.0515 | 0.0719 | 0.0977 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133748 | -83445 | -81015 | -972792 | -507028 | -605122 |
Profit Factor | 2.1676 | 3.0239 | 1.3057 | 1.0724 | 1.2667 | 0.8807 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 47.191 | 46.6667 | 47.7273 | 47.191 | 46.6667 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.4257 | 3.4559 | 1.4301 | 1.2 | 1.4477 | 0.9646 |
Largest Winning Trade | 561610 | 561610 | 61581 | 760886 | 760886 | 243982 |
Largest Losing Trade | -65019 | -33946 | -65019 | -399181 | -286979 | -399181 |
Avg Bars in Trades | 119 | 90 | 150 | 119 | 90 | 150 |
Avg Bars in Winners | 173 | 113 | 234 | 173 | 113 | 234 |
Avg Bars in Losers | 71 | 70 | 73 | 71 | 70 | 73 |
Bars Traded | 10679 | 4056 | 6623 | 10679 | 4056 | 6623 |
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 | 466899 | 497031 | -124870 | -238765 | -63532 | -581603 |
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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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