Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941332.8735 | 832734.4539 | 108598.4196 | 873374.538 | 145149.2138 | 728225.3243 |
Total P&L (%) | 941.3329 | 832.7345 | 108.5984 | 873.3745 | 145.1492 | 728.2253 |
Avg Daily Profit (%) | 0.4921 | 0.4353 | 0.0568 | 0.119 | 0.0469 | 0.1106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74963 | -119488 | -63165 | -1154656 | -869935 | -439371 |
Profit Factor | 2.9345 | 3.9131 | 1.541 | 1.2311 | 1.0649 | 1.472 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 30.5882 | 26.1905 | 34.8837 | 30.5882 | 26.1905 | 34.8837 |
Ratio Avg Win / Avg Loss | 6.659 | 11.0278 | 2.8765 | 2.7937 | 3.0011 | 2.7478 |
Largest Winning Trade | 730070 | 730070 | 50475 | 787333 | 787333 | 614720 |
Largest Losing Trade | -35189 | -26411 | -35189 | -312569 | -179580 | -312569 |
Avg Bars in Trades | 43 | 48 | 38 | 43 | 48 | 38 |
Avg Bars in Winners | 92 | 111 | 79 | 92 | 111 | 79 |
Avg Bars in Losers | 22 | 26 | 16 | 22 | 26 | 16 |
Bars Traded | 3714 | 2057 | 1657 | 3714 | 2057 | 1657 |
Profit Streak | 0 | 8.1511 | 0 | 0 | 8.1511 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317367 | -6804 | -120274 | -40237 | -302162 | -48538 |
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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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