Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576398.3163 | 466258.2897 | 110140.0266 | 238432.8146 | 334711.0087 | -96278.1941 |
Total P&L (%) | 576.3983 | 466.2583 | 110.14 | 238.4328 | 334.711 | -96.2782 |
Avg Daily Profit (%) | 0.3593 | 0.2906 | 0.0686 | 0.076 | 0.0916 | -0.2049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128521 | -107039 | -121262 | -861684 | -806336 | -398686 |
Profit Factor | 1.9369 | 2.3158 | 1.4222 | 1.1051 | 1.2458 | 0.8939 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 47.0588 | 34.8837 | 59.5238 | 47.0588 | 34.8837 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.179 | 4.3229 | 0.9671 | 1.2432 | 2.3254 | 0.6079 |
Largest Winning Trade | 283370 | 283370 | 66640 | 887074 | 887074 | 204356 |
Largest Losing Trade | -52537 | -30416 | -52537 | -205836 | -205836 | -196019 |
Avg Bars in Trades | 221 | 189 | 253 | 221 | 189 | 253 |
Avg Bars in Winners | 317 | 333 | 307 | 317 | 333 | 307 |
Avg Bars in Losers | 136 | 113 | 173 | 136 | 113 | 173 |
Bars Traded | 18812 | 8166 | 10645 | 18812 | 8166 | 10645 |
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 | 437783 | 251192 | -100834 | -197325 | -75593 | -579500 |
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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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