Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740704.6284 | 644092.9839 | 96611.6445 | 331978.571 | -375025.2397 | 707003.8107 |
Total P&L (%) | 740.7046 | 644.093 | 96.6116 | 331.9786 | -375.0252 | 707.0038 |
Avg Daily Profit (%) | 0.4012 | 0.3489 | 0.0523 | 0.0793 | 0 | 0.1132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165602 | -123495 | -86619 | -1549234 | -1204519 | -912380 |
Profit Factor | 2.1784 | 2.8836 | 1.3371 | 1.0659 | 0.8649 | 1.3129 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 38.2022 | 26.6667 | 50 | 38.2022 | 26.6667 | 50 |
Ratio Avg Win / Avg Loss | 3.5239 | 7.9299 | 1.3371 | 1.7243 | 2.3784 | 1.3129 |
Largest Winning Trade | 608941 | 608941 | 67222 | 693833 | 671076 | 693833 |
Largest Losing Trade | -33753 | -19625 | -33753 | -569956 | -322146 | -569956 |
Avg Bars in Trades | 119 | 94 | 146 | 119 | 94 | 146 |
Avg Bars in Winners | 210 | 198 | 216 | 210 | 198 | 216 |
Avg Bars in Losers | 64 | 56 | 75 | 64 | 56 | 75 |
Bars Traded | 10665 | 4241 | 6424 | 10665 | 4241 | 6424 |
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 | 343844 | -7587 | -122669 | -238329 | -600403 | -41285 |
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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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