Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649059.3427 | 606331.227 | 42728.1157 | 62830.2304 | -19514.0821 | 82344.3125 |
Total P&L (%) | 649.0593 | 606.3312 | 42.7281 | 62.8302 | -19.5141 | 82.3443 |
Avg Daily Profit (%) | 0.3506 | 0.3275 | 0.0231 | 0.0263 | -0.0117 | 0.0325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198927 | -136960 | -101315 | -833155 | -652682 | -406386 |
Profit Factor | 2.0863 | 2.9273 | 1.151 | 1.0305 | 0.9817 | 1.0827 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 40 | 27.907 | 52.381 | 40 | 27.907 | 52.381 |
Ratio Avg Win / Avg Loss | 3.1295 | 7.5622 | 1.0464 | 1.5457 | 2.536 | 0.9843 |
Largest Winning Trade | 621324 | 621324 | 69095 | 576706 | 576706 | 371918 |
Largest Losing Trade | -47006 | -47006 | -38058 | -303549 | -173380 | -303549 |
Avg Bars in Trades | 84 | 67 | 101 | 84 | 67 | 101 |
Avg Bars in Winners | 133 | 138 | 130 | 133 | 138 | 130 |
Avg Bars in Losers | 51 | 40 | 68 | 51 | 40 | 68 |
Bars Traded | 7158 | 2904 | 4254 | 7158 | 2904 | 4254 |
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 | 346664 | -2234 | -218047 | -347707 | -594951 | -280432 |
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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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