Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279999.9991 | 175494.6736 | 104505.3254 | 432671.0409 | 1076379.7848 | -643708.7439 |
Total P&L (%) | 280 | 175.4947 | 104.5053 | 432.671 | 1076.3798 | -643.7087 |
Avg Daily Profit (%) | 0.155 | 0.0972 | 0.0579 | 0.0927 | 0.1366 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87334 | -59566 | -98475 | -973560 | -202735 | -1296619 |
Profit Factor | 1.8097 | 2.3328 | 1.488 | 1.1754 | 2.8787 | 0.66 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 63.8554 | 59.5238 | 68.2927 | 63.8554 | 59.5238 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.0244 | 1.5863 | 0.6909 | 0.6653 | 1.9575 | 0.3064 |
Largest Winning Trade | 36681 | 30880 | 36681 | 251846 | 251846 | 169782 |
Largest Losing Trade | -54986 | -30472 | -54986 | -653769 | -110202 | -653769 |
Avg Bars in Trades | 39 | 40 | 37 | 39 | 40 | 37 |
Avg Bars in Winners | 34 | 44 | 26 | 34 | 44 | 26 |
Avg Bars in Losers | 46 | 35 | 61 | 46 | 35 | 61 |
Bars Traded | 3244 | 1710 | 1534 | 3244 | 1710 | 1534 |
Profit Streak | 0 | 0 | 54.3347 | 0 | 0 | 54.3347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372777 | -57522 | -113115 | -97684 | -3503 | -577808 |
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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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