Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726173.1557 | 665559.6741 | 60613.4816 | 92292.768 | 153593.9434 | -61301.1754 |
Total P&L (%) | 726.1732 | 665.5597 | 60.6135 | 92.2928 | 153.5939 | -61.3012 |
Avg Daily Profit (%) | 0.392 | 0.3593 | 0.0327 | 0.0353 | 0.0502 | -0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156714 | -146781 | -66880 | -1000345 | -879255 | -446940 |
Profit Factor | 2.187 | 2.9246 | 1.2279 | 1.0335 | 1.1003 | 0.9498 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 37.6471 | 27.907 | 47.619 | 37.6471 | 27.907 | 47.619 |
Ratio Avg Win / Avg Loss | 3.6222 | 7.5553 | 1.3507 | 1.7118 | 2.8424 | 1.0447 |
Largest Winning Trade | 681542 | 681542 | 63634 | 978982 | 978982 | 310407 |
Largest Losing Trade | -46188 | -35232 | -46188 | -309040 | -298662 | -309040 |
Avg Bars in Trades | 126 | 107 | 145 | 126 | 107 | 145 |
Avg Bars in Winners | 231 | 242 | 224 | 231 | 242 | 224 |
Avg Bars in Losers | 63 | 55 | 73 | 63 | 55 | 73 |
Bars Traded | 10751 | 4638 | 6113 | 10751 | 4638 | 6113 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333467 | -1968 | -151044 | -332832 | -251847 | -579993 |
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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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