Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429356.5664 | 146732.9905 | 282623.5759 | 1740341.0889 | -603813.309 | 2344154.3978 |
Total P&L (%) | 429.3566 | 146.733 | 282.6236 | 1740.3411 | -603.8133 | 2344.1544 |
Avg Daily Profit (%) | 0.2904 | 0.0993 | 0.1912 | 0.1972 | 0 | 0.2164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102710 | -70308 | -45188 | -2847714 | -2425404 | -826003 |
Profit Factor | 2.1878 | 1.6641 | 3.0111 | 1.2788 | 0.8485 | 2.0385 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 57.6471 | 47.619 | 67.4419 | 57.6471 | 47.619 | 67.4419 |
Ratio Avg Win / Avg Loss | 1.6074 | 1.8305 | 1.4537 | 0.9395 | 0.9333 | 0.9841 |
Largest Winning Trade | 63000 | 62150 | 63000 | 1084992 | 431327 | 1084992 |
Largest Losing Trade | -26334 | -26334 | -23133 | -1000966 | -1000966 | -369833 |
Avg Bars in Trades | 50 | 39 | 60 | 50 | 39 | 60 |
Avg Bars in Winners | 50 | 32 | 63 | 50 | 32 | 63 |
Avg Bars in Losers | 49 | 45 | 54 | 49 | 45 | 54 |
Bars Traded | 4270 | 1664 | 2606 | 4270 | 1664 | 2606 |
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 | 495902 | -58195 | 521926 | 270722 | -581660 | 417128 |
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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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