Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324473.6159 | 191392.2537 | 133081.3622 | 136214.3121 | -83532.5337 | 219746.8458 |
Total P&L (%) | 324.4736 | 191.3923 | 133.0814 | 136.2143 | -83.5325 | 219.7468 |
Avg Daily Profit (%) | 0.2013 | 0.1187 | 0.0826 | 0.0533 | -0.1118 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76626 | -109095 | -56603 | -204557 | -243785 | -114165 |
Profit Factor | 1.674 | 1.6856 | 1.6579 | 1.131 | 0.8693 | 1.5481 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 43.6782 | 38.6364 | 48.8372 | 43.6782 | 38.6364 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.1586 | 2.6771 | 1.7369 | 1.4584 | 1.3806 | 1.6218 |
Largest Winning Trade | 219320 | 219320 | 58196 | 192344 | 192344 | 121186 |
Largest Losing Trade | -39948 | -39948 | -24832 | -105067 | -105067 | -67376 |
Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Winners | 65 | 49 | 77 | 65 | 49 | 77 |
Avg Bars in Losers | 40 | 34 | 47 | 40 | 34 | 47 |
Bars Traded | 4449 | 1762 | 2687 | 4449 | 1762 | 2687 |
Profit Streak | 0 | 0 | 81.2619 | 0 | 0 | 81.2619 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308771 | -35666 | -79433 | -200369 | -583472 | -93761 |
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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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