Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449085.0032 | 182084.1643 | 267000.8389 | 2858052.6023 | 1870143.4365 | 987909.1658 |
Total P&L (%) | 449.085 | 182.0842 | 267.0008 | 2858.0526 | 1870.1434 | 987.9092 |
Avg Daily Profit (%) | 0.2342 | 0.095 | 0.1392 | 0.1768 | 0.1556 | 0.1245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73273 | -91800 | -38107 | -2303194 | -691028 | -1612166 |
Profit Factor | 3.2049 | 2.2449 | 5.6513 | 1.8549 | 2.3367 | 1.5082 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 78.3133 | 71.4286 | 85.3659 | 78.3133 | 71.4286 | 85.3659 |
Ratio Avg Win / Avg Loss | 0.8875 | 0.8979 | 0.9688 | 0.5137 | 0.9347 | 0.2585 |
Largest Winning Trade | 64918 | 64918 | 30781 | 841137 | 841137 | 795380 |
Largest Losing Trade | -52668 | -52668 | -38107 | -1612166 | -691028 | -1612166 |
Avg Bars in Trades | 56 | 65 | 46 | 56 | 65 | 46 |
Avg Bars in Winners | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Losers | 130 | 140 | 110 | 130 | 140 | 110 |
Bars Traded | 4682 | 2766 | 1916 | 4682 | 2766 | 1916 |
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 | 501532 | -61888 | 99989 | 405079 | 437438 | -22196 |
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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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