Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745085.709 | 647943.8394 | 97141.8696 | 635143.3625 | 75288.3225 | 559855.04 |
Total P&L (%) | 745.0857 | 647.9438 | 97.1419 | 635.1434 | 75.2883 | 559.855 |
Avg Daily Profit (%) | 0.3971 | 0.3453 | 0.0518 | 0.1064 | 0.0299 | 0.1006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75344 | -88440 | -37300 | -810302 | -679662 | -374401 |
Profit Factor | 3.1789 | 4.5756 | 1.6043 | 1.2442 | 1.0526 | 1.4792 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 27 | 8 | 19 | 27 | 8 | 19 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 31.3953 | 18.6047 | 44.186 | 31.3953 | 18.6047 | 44.186 |
Ratio Avg Win / Avg Loss | 6.9465 | 20.0184 | 2.0265 | 2.7188 | 4.605 | 1.8684 |
Largest Winning Trade | 670976 | 670976 | 47149 | 558533 | 558533 | 378876 |
Largest Losing Trade | -18032 | -18032 | -17251 | -207420 | -148698 | -207420 |
Avg Bars in Trades | 62 | 52 | 72 | 62 | 52 | 72 |
Avg Bars in Winners | 144 | 171 | 132 | 144 | 171 | 132 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 5359 | 2238 | 3121 | 5359 | 2238 | 3121 |
Profit Streak | 16.743 | 0 | 19.4097 | 16.743 | 0 | 19.4097 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337132 | -41465 | -122392 | -56133 | -372741 | -57603 |
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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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