Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492086.8335 | 469854.4971 | 22232.3364 | 62770.3117 | 436449.0975 | -373678.7858 |
Total P&L (%) | 492.0868 | 469.8545 | 22.2323 | 62.7703 | 436.4491 | -373.6788 |
Avg Daily Profit (%) | 0.2071 | 0.1978 | 0.0094 | 0.0205 | 0.0707 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115609 | -109466 | -60508 | -1423832 | -1211938 | -473030 |
Profit Factor | 1.8381 | 2.0855 | 1.1441 | 1.0207 | 1.2002 | 0.5603 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Losing Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Profitability (%) | 72.9412 | 80.9524 | 65.1163 | 72.9412 | 80.9524 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.6819 | 0.4907 | 0.6129 | 0.3787 | 0.2824 | 0.3002 |
Largest Winning Trade | 118242 | 118242 | 32012 | 586458 | 586458 | 96804 |
Largest Losing Trade | -80833 | -80833 | -24491 | -824793 | -824793 | -282566 |
Avg Bars in Trades | 47 | 91 | 5 | 47 | 91 | 5 |
Avg Bars in Winners | 12 | 20 | 2 | 12 | 20 | 2 |
Avg Bars in Losers | 142 | 391 | 9 | 142 | 391 | 9 |
Bars Traded | 4059 | 3836 | 223 | 4059 | 3836 | 223 |
Profit Streak | 0 | 307.3871 | 0 | 0 | 307.3871 | 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 | 427338 | 482461 | -247157 | -361875 | -96087 | -578489 |
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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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