Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872037.8732 | 814985.123 | 57052.7501 | 67948.0374 | 272114.8278 | -204166.7905 |
Total P&L (%) | 872.0379 | 814.9851 | 57.0528 | 67.948 | 272.1148 | -204.1668 |
Avg Daily Profit (%) | 0.3749 | 0.3503 | 0.0245 | 0.0223 | 0.0565 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121986 | -152880 | -157832 | -494474 | -150326 | -445904 |
Profit Factor | 2.0285 | 3.0135 | 1.1287 | 1.0495 | 1.4966 | 0.7526 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 48.8095 | 50 | 47.619 | 48.8095 | 50 | 47.619 |
Ratio Avg Win / Avg Loss | 2.1274 | 3.0135 | 1.2416 | 1.1007 | 1.4966 | 0.8279 |
Largest Winning Trade | 356641 | 356641 | 62717 | 248840 | 248840 | 100007 |
Largest Losing Trade | -84835 | -53008 | -84835 | -445904 | -79571 | -445904 |
Avg Bars in Trades | 79 | 91 | 66 | 79 | 91 | 66 |
Avg Bars in Winners | 97 | 96 | 97 | 97 | 96 | 97 |
Avg Bars in Losers | 62 | 86 | 38 | 62 | 86 | 38 |
Bars Traded | 6647 | 3853 | 2794 | 6647 | 3853 | 2794 |
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 | 473360 | 544395 | -240764 | -329558 | -116142 | -581660 |
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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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