Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437642.7236 | 284770.7568 | 152871.9668 | 230192.084 | 464804.2259 | -234612.1419 |
Total P&L (%) | 437.6427 | 284.7708 | 152.872 | 230.1921 | 464.8042 | -234.6121 |
Avg Daily Profit (%) | 0.2291 | 0.1491 | 0.08 | 0.0625 | 0.0907 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88746 | -71699 | -85794 | -633034 | -321730 | -479155 |
Profit Factor | 1.6271 | 1.8447 | 1.4237 | 1.0884 | 1.424 | 0.8444 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 63.8554 | 58.5366 | 69.0476 | 63.8554 | 58.5366 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.921 | 1.3067 | 0.6382 | 0.6161 | 1.0086 | 0.3785 |
Largest Winning Trade | 109612 | 109612 | 42778 | 227072 | 227072 | 114841 |
Largest Losing Trade | -56089 | -46097 | -56089 | -402244 | -228978 | -402244 |
Avg Bars in Trades | 44 | 50 | 38 | 44 | 50 | 38 |
Avg Bars in Winners | 31 | 27 | 34 | 31 | 27 | 34 |
Avg Bars in Losers | 67 | 83 | 47 | 67 | 83 | 47 |
Bars Traded | 3688 | 2084 | 1605 | 3688 | 2084 | 1605 |
Profit Streak | 0 | 87.9311 | 0 | 0 | 87.9311 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322871 | 375378 | -84431 | -233569 | -68979 | -578265 |
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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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