Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620811.0748 | 552793.3394 | 68017.7354 | 234318.9344 | 641745.2235 | -407426.2891 |
Total P&L (%) | 620.8111 | 552.7933 | 68.0177 | 234.3189 | 641.7452 | -407.4263 |
Avg Daily Profit (%) | 0.3858 | 0.3435 | 0.0423 | 0.075 | 0.1246 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133937 | -120266 | -59229 | -1165502 | -753058 | -528158 |
Profit Factor | 2.2827 | 3.1342 | 1.3023 | 1.0959 | 1.5634 | 0.6876 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 34 | 11 | 23 | 34 | 11 | 23 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 36.5591 | 23.4043 | 50 | 36.5591 | 23.4043 | 50 |
Ratio Avg Win / Avg Loss | 3.9611 | 10.2573 | 1.3023 | 1.9017 | 5.1165 | 0.6876 |
Largest Winning Trade | 429865 | 429865 | 57165 | 1058590 | 1058590 | 209025 |
Largest Losing Trade | -34454 | -34454 | -29965 | -442112 | -347060 | -442112 |
Avg Bars in Trades | 64 | 51 | 78 | 64 | 51 | 78 |
Avg Bars in Winners | 118 | 93 | 131 | 118 | 93 | 131 |
Avg Bars in Losers | 33 | 38 | 26 | 33 | 38 | 26 |
Bars Traded | 6036 | 2412 | 3625 | 6036 | 2412 | 3625 |
Profit Streak | 0 | 0 | 29.7542 | 0 | 0 | 29.7542 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323723 | -21791 | -135870 | -211679 | -60500 | -580164 |
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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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