Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768689.6799 | 630057.4846 | 138632.1953 | 710132.9869 | 1188974.7983 | -478841.8114 |
Total P&L (%) | 768.6897 | 630.0575 | 138.6322 | 710.133 | 1188.9748 | -478.8418 |
Avg Daily Profit (%) | 0.4792 | 0.3927 | 0.0864 | 0.1305 | 0.1595 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139265 | -113377 | -86024 | -1594756 | -998280 | -949841 |
Profit Factor | 2.2564 | 2.782 | 1.5368 | 1.1809 | 1.578 | 0.7437 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 42.0455 | 31.8182 | 52.2727 | 42.0455 | 31.8182 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.1101 | 5.9614 | 1.4031 | 1.6277 | 3.3814 | 0.6791 |
Largest Winning Trade | 376079 | 376079 | 71475 | 1424211 | 1424211 | 261315 |
Largest Losing Trade | -58022 | -28243 | -58022 | -470880 | -380083 | -470880 |
Avg Bars in Trades | 214 | 189 | 240 | 214 | 189 | 240 |
Avg Bars in Winners | 340 | 367 | 324 | 340 | 367 | 324 |
Avg Bars in Losers | 123 | 105 | 148 | 123 | 105 | 148 |
Bars Traded | 18885 | 8319 | 10566 | 18885 | 8319 | 10566 |
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 | 426966 | 287359 | -75701 | -41691 | 128629 | -580424 |
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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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