Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785742.4574 | 690946.3213 | 94796.1362 | 396253.7457 | -17559.7235 | 413813.4692 |
Total P&L (%) | 785.7425 | 690.9463 | 94.7961 | 396.2537 | -17.5597 | 413.8135 |
Avg Daily Profit (%) | 0.4247 | 0.3735 | 0.0512 | 0.0866 | -0.0104 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116820 | -114905 | -68489 | -575120 | -496130 | -365270 |
Profit Factor | 2.0819 | 2.8545 | 1.268 | 1.1153 | 0.9908 | 1.2696 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 46.1538 | 42.3529 | 50 | 46.1538 | 42.3529 | 50 |
Ratio Avg Win / Avg Loss | 2.4288 | 3.8853 | 1.268 | 1.3012 | 1.3485 | 1.2696 |
Largest Winning Trade | 640202 | 640202 | 67029 | 412892 | 412892 | 272394 |
Largest Losing Trade | -35650 | -30786 | -35650 | -277484 | -144158 | -277484 |
Avg Bars in Trades | 63 | 51 | 75 | 63 | 51 | 75 |
Avg Bars in Winners | 93 | 84 | 102 | 93 | 84 | 102 |
Avg Bars in Losers | 37 | 27 | 49 | 37 | 27 | 49 |
Bars Traded | 10736 | 4381 | 6354 | 10736 | 4381 | 6354 |
Profit Streak | 0 | 0 | 19.111 | 0 | 0 | 19.111 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479011 | 420079 | -124373 | -171627 | -582411 | -74676 |
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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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