Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586567.1717 | 556111.5088 | 30455.6629 | -11951.7693 | 306481.6717 | -318433.441 |
Total P&L (%) | 586.5672 | 556.1115 | 30.4557 | -11.9518 | 306.4817 | -318.4334 |
Avg Daily Profit (%) | 0.3142 | 0.2979 | 0.0163 | -0.0068 | 0.0751 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -295416 | -161083 | -147906 | -1297465 | -728849 | -603216 |
Profit Factor | 1.6832 | 2.02 | 1.0972 | 0.9932 | 1.2816 | 0.5217 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 43.8202 | 38.6364 | 48.8889 | 43.8202 | 38.6364 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.158 | 3.2082 | 1.1471 | 1.2733 | 2.0355 | 0.5454 |
Largest Winning Trade | 344460 | 344460 | 48307 | 638653 | 638653 | 146710 |
Largest Losing Trade | -56749 | -56749 | -43514 | -497516 | -497516 | -158405 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 52 | 55 | 50 | 52 | 55 | 50 |
Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
Bars Traded | 3664 | 1858 | 1807 | 3664 | 1858 | 1807 |
Profit Streak | 0 | 202.9526 | 0 | 0 | 202.9526 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361325 | 350580 | -288098 | -581277 | -94509 | -581144 |
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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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