Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391763.0687 | 160198.3196 | 231564.7491 | 728238.806 | 86819.6734 | 641419.1326 |
Total P&L (%) | 391.7631 | 160.1983 | 231.5647 | 728.2388 | 86.8197 | 641.4191 |
Avg Daily Profit (%) | 0.2246 | 0.0918 | 0.1328 | 0.1213 | 0.0358 | 0.1149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87912 | -60845 | -40534 | -1421965 | -861097 | -660426 |
Profit Factor | 2.0952 | 1.7889 | 2.4976 | 1.2735 | 1.0645 | 1.487 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 59.0909 | 50 | 68.1818 | 59.0909 | 50 | 68.1818 |
Ratio Avg Win / Avg Loss | 1.4505 | 1.7889 | 1.1655 | 0.8816 | 1.0645 | 0.6939 |
Largest Winning Trade | 170846 | 170846 | 68051 | 734560 | 734560 | 544211 |
Largest Losing Trade | -38894 | -27615 | -38894 | -644557 | -462531 | -644557 |
Avg Bars in Trades | 54 | 41 | 68 | 54 | 41 | 68 |
Avg Bars in Winners | 74 | 47 | 93 | 74 | 47 | 93 |
Avg Bars in Losers | 26 | 35 | 13 | 26 | 35 | 13 |
Bars Traded | 4833 | 1826 | 3007 | 4833 | 1826 | 3007 |
Profit Streak | 0 | 0 | 29.3935 | 0 | 0 | 29.3935 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436231 | -66903 | -9197 | -31022 | -294547 | -36650 |
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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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