Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412432.9154 | 301581.1455 | 110851.7699 | 155787.9511 | 391509.0771 | -235721.1261 |
Total P&L (%) | 412.4329 | 301.5811 | 110.8518 | 155.788 | 391.5091 | -235.7211 |
Avg Daily Profit (%) | 0.2168 | 0.1585 | 0.0583 | 0.0494 | 0.0837 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125224 | -64810 | -85526 | -878830 | -191817 | -796519 |
Profit Factor | 1.7053 | 2.0813 | 1.3624 | 1.0769 | 1.5181 | 0.8142 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 52.3256 | 48.8372 | 55.814 | 52.3256 | 48.8372 | 55.814 |
Ratio Avg Win / Avg Loss | 1.5537 | 2.1805 | 1.0786 | 0.9812 | 1.5904 | 0.6446 |
Largest Winning Trade | 237019 | 237019 | 72338 | 301201 | 301201 | 237961 |
Largest Losing Trade | -71538 | -27905 | -71538 | -714830 | -79018 | -714830 |
Avg Bars in Trades | 40 | 24 | 55 | 40 | 24 | 55 |
Avg Bars in Winners | 51 | 28 | 72 | 51 | 28 | 72 |
Avg Bars in Losers | 27 | 21 | 35 | 27 | 21 | 35 |
Bars Traded | 3467 | 1069 | 2399 | 3467 | 1069 | 2399 |
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 | 414980 | 399607 | -113848 | -263988 | -78760 | -579973 |
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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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