Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513853.0357 | 449172.3644 | 64680.6713 | 194155.8692 | 874677.2123 | -680521.3431 |
Total P&L (%) | 513.853 | 449.1724 | 64.6807 | 194.1559 | 874.6772 | -680.5213 |
Avg Daily Profit (%) | 0.3176 | 0.2776 | 0.04 | 0.0667 | 0.1408 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235493 | -201170 | -73268 | -5245036 | -3071849 | -2341112 |
Profit Factor | 1.9177 | 2.0647 | 1.4685 | 1.0254 | 1.1725 | 0.7349 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 53.4884 | 53.4884 | 53.4884 | 53.4884 | 53.4884 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.6675 | 1.7954 | 1.2769 | 0.8917 | 1.0196 | 0.6391 |
Largest Winning Trade | 203832 | 203832 | 24515 | 1624371 | 1624371 | 517726 |
Largest Losing Trade | -63809 | -63809 | -28674 | -1583103 | -1583103 | -1194763 |
Avg Bars in Trades | 220 | 412 | 29 | 220 | 412 | 29 |
Avg Bars in Winners | 131 | 231 | 30 | 131 | 231 | 30 |
Avg Bars in Losers | 323 | 620 | 27 | 323 | 620 | 27 |
Bars Traded | 18979 | 17730 | 1249 | 18979 | 17730 | 1249 |
Profit Streak | 487.9008 | 0 | 644.9008 | 487.9008 | 0 | 644.9008 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502214 | 457651 | -136600 | -296829 | -34892 | -578632 |
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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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