Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620418.432 | 613704.6095 | 6713.8225 | 145867.0166 | 610645.9849 | -464778.9683 |
Total P&L (%) | 620.4184 | 613.7046 | 6.7138 | 145.867 | 610.646 | -464.779 |
Avg Daily Profit (%) | 0.3308 | 0.3272 | 0.0036 | 0.048 | 0.1046 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233964 | -113124 | -159465 | -944544 | -362643 | -620186 |
Profit Factor | 1.8173 | 2.5593 | 1.0184 | 1.084 | 1.8138 | 0.5283 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 38.8235 | 34.8837 | 42.8571 | 38.8235 | 34.8837 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.8637 | 4.7773 | 1.3578 | 1.7082 | 3.3858 | 0.7045 |
Largest Winning Trade | 316694 | 316694 | 69350 | 377966 | 377966 | 148725 |
Largest Losing Trade | -45443 | -45443 | -44545 | -437733 | -247640 | -437733 |
Avg Bars in Trades | 250 | 232 | 269 | 250 | 232 | 269 |
Avg Bars in Winners | 426 | 427 | 426 | 426 | 427 | 426 |
Avg Bars in Losers | 139 | 127 | 152 | 139 | 127 | 152 |
Bars Traded | 21325 | 9988 | 11337 | 21325 | 9988 | 11337 |
Profit Streak | 0 | 0 | 47.9075 | 0 | 0 | 47.9075 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305423 | 294365 | -556305 | -259933 | -55297 | -582951 |
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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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