Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986810.434 | 824386.9443 | 162423.4897 | 699442.5885 | -90634.0424 | 790076.6309 |
Total P&L (%) | 986.8104 | 824.3869 | 162.4235 | 699.4426 | -90.634 | 790.0766 |
Avg Daily Profit (%) | 0.6168 | 0.5152 | 0.1015 | 0.13 | -0.1479 | 0.1367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128848 | -117326 | -90810 | -1071197 | -1150812 | -432308 |
Profit Factor | 2.3664 | 2.8179 | 1.6045 | 1.2065 | 0.9611 | 1.7478 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 48.2759 | 41.3793 | 55.1724 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.5355 | 3.9921 | 1.3036 | 1.2927 | 1.3616 | 1.4201 |
Largest Winning Trade | 498194 | 498194 | 44582 | 386137 | 334870 | 386137 |
Largest Losing Trade | -70269 | -51865 | -70269 | -564960 | -564960 | -391837 |
Avg Bars in Trades | 80 | 111 | 50 | 80 | 111 | 50 |
Avg Bars in Winners | 86 | 106 | 72 | 86 | 106 | 72 |
Avg Bars in Losers | 75 | 114 | 24 | 75 | 114 | 24 |
Bars Traded | 9385 | 6441 | 2944 | 9385 | 6441 | 2944 |
Profit Streak | 0 | 0 | 137.3491 | 0 | 0 | 137.3491 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566808 | -167297 | -233528 | -19898 | -762519 | -185886 |
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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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