Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887253.877 | 798192.9117 | 89060.9653 | 344777.9211 | 37653.9643 | 307123.9569 |
Total P&L (%) | 887.2539 | 798.1929 | 89.061 | 344.7779 | 37.654 | 307.124 |
Avg Daily Profit (%) | 0.5545 | 0.4989 | 0.0557 | 0.0933 | 0.02 | 0.0878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137613 | -102592 | -143243 | -1097176 | -1001855 | -523060 |
Profit Factor | 2.3984 | 3.6944 | 1.2633 | 1.0952 | 1.0197 | 1.1799 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.2821 | 48.7179 | 53.8462 | 51.2821 | 48.7179 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.2784 | 3.8889 | 1.0828 | 1.0404 | 1.0733 | 1.0113 |
Largest Winning Trade | 642243 | 642243 | 50961 | 642243 | 642243 | 195589 |
Largest Losing Trade | -71156 | -38515 | -71156 | -308750 | -253371 | -308750 |
Avg Bars in Trades | 58 | 67 | 49 | 58 | 67 | 49 |
Avg Bars in Winners | 64 | 67 | 62 | 64 | 67 | 62 |
Avg Bars in Losers | 51 | 67 | 33 | 51 | 67 | 33 |
Bars Traded | 4555 | 2634 | 1921 | 4555 | 2634 | 1921 |
Profit Streak | 0 | 164.3406 | 0 | 0 | 164.3406 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22974 | 660032 | -118210 | -222792 | -366586 | -97900 |
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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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