Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356735.1774 | 98390.4074 | 258344.77 | 631102.2247 | 123668.5055 | 507433.7192 |
Total P&L (%) | 356.7352 | 98.3904 | 258.3448 | 631.1022 | 123.6685 | 507.4337 |
Avg Daily Profit (%) | 0.2365 | 0.0652 | 0.1713 | 0.132 | 0.0534 | 0.1197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97598 | -54211 | -111721 | -187615 | -162031 | -207112 |
Profit Factor | 1.7764 | 1.4609 | 2.0501 | 1.6199 | 1.2369 | 2.0231 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 64.6341 | 63.4146 | 65.8537 | 64.6341 | 63.4146 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.972 | 0.8428 | 1.063 | 0.8864 | 0.7136 | 1.049 |
Largest Winning Trade | 60327 | 30713 | 60327 | 186979 | 132988 | 186979 |
Largest Losing Trade | -48661 | -31680 | -48661 | -162031 | -162031 | -110409 |
Avg Bars in Trades | 50 | 23 | 77 | 50 | 23 | 77 |
Avg Bars in Winners | 56 | 15 | 95 | 56 | 15 | 95 |
Avg Bars in Losers | 40 | 37 | 42 | 40 | 37 | 42 |
Bars Traded | 4150 | 971 | 3179 | 4150 | 971 | 3179 |
Profit Streak | 0 | 0 | 77.4453 | 0 | 0 | 77.4453 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 69163 | -104378 | 461158 | -22730 | -121543 | -27435 |
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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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