Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715120.8976 | 535584.6785 | 179536.219 | 894668.8735 | -535984.481 | 1430653.3545 |
Total P&L (%) | 715.1209 | 535.5847 | 179.5362 | 894.6689 | -535.9845 | 1430.6534 |
Avg Daily Profit (%) | 0.4803 | 0.3597 | 0.1206 | 0.1544 | 0 | 0.1834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120674 | -108497 | -70603 | -2230274 | -1657730 | -1138265 |
Profit Factor | 2.1874 | 2.5346 | 1.7089 | 1.1165 | 0.8776 | 1.4336 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 50 | 38.6364 | 61.3636 | 50 | 38.6364 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.1874 | 4.0256 | 1.076 | 1.1165 | 1.3939 | 0.9027 |
Largest Winning Trade | 388426 | 388426 | 75576 | 942454 | 942454 | 801160 |
Largest Losing Trade | -42775 | -30534 | -42775 | -830858 | -603375 | -830858 |
Avg Bars in Trades | 64 | 51 | 78 | 64 | 51 | 78 |
Avg Bars in Winners | 82 | 65 | 93 | 82 | 65 | 93 |
Avg Bars in Losers | 47 | 43 | 53 | 47 | 43 | 53 |
Bars Traded | 5712 | 2267 | 3445 | 5712 | 2267 | 3445 |
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 | 533880 | 355458 | -28380 | -84488 | -583472 | 311799 |
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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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