Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463681.3269 | 210180.137 | 253501.1899 | 764092.0332 | -103410.4742 | 867502.5073 |
Total P&L (%) | 463.6813 | 210.1801 | 253.5012 | 764.092 | -103.4105 | 867.5025 |
Avg Daily Profit (%) | 0.2796 | 0.1267 | 0.1529 | 0.1301 | 0 | 0.137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229037 | -196337 | -62545 | -657987 | -725963 | -47319 |
Profit Factor | 2.158 | 1.719 | 3.345 | 1.5289 | 0.917 | 5.3704 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 77.0115 | 72.093 | 81.8182 | 77.0115 | 72.093 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.6442 | 0.6654 | 0.7433 | 0.4564 | 0.355 | 1.1934 |
Largest Winning Trade | 111122 | 111122 | 58147 | 136884 | 136884 | 82691 |
Largest Losing Trade | -57918 | -57918 | -57122 | -429815 | -429815 | -47319 |
Avg Bars in Trades | 51 | 68 | 36 | 51 | 68 | 36 |
Avg Bars in Winners | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Losers | 135 | 163 | 93 | 135 | 163 | 93 |
Bars Traded | 4521 | 2934 | 1587 | 4521 | 2934 | 1587 |
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 | 491055 | -20421 | 538577 | -15060 | -577863 | 46487 |
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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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