Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634598.6797 | 610697.4495 | 23901.2302 | -24763.0701 | 1520747.5008 | -1545510.5709 |
Total P&L (%) | 634.5987 | 610.6974 | 23.9012 | -24.7631 | 1520.7475 | -1545.5106 |
Avg Daily Profit (%) | 0.2633 | 0.2534 | 0.0099 | -0.0118 | 0.1156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212094 | -96098 | -191231 | -1791308 | -252070 | -1866013 |
Profit Factor | 1.754 | 2.3495 | 1.0614 | 0.9906 | 3.5025 | 0.2396 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 47.0588 | 41.8605 | 52.381 | 47.0588 | 41.8605 | 52.381 |
Ratio Avg Win / Avg Loss | 1.9733 | 3.2632 | 0.9649 | 1.1144 | 4.8646 | 0.2179 |
Largest Winning Trade | 369245 | 369245 | 50356 | 1247820 | 1247820 | 113590 |
Largest Losing Trade | -74529 | -53303 | -74529 | -892659 | -102331 | -892659 |
Avg Bars in Trades | 81 | 92 | 71 | 81 | 92 | 71 |
Avg Bars in Winners | 105 | 117 | 96 | 105 | 117 | 96 |
Avg Bars in Losers | 60 | 73 | 44 | 60 | 73 | 44 |
Bars Traded | 6963 | 3956 | 3008 | 6963 | 3956 | 3008 |
Profit Streak | 0 | 0 | 216.363 | 0 | 0 | 216.363 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395561 | 354758 | -336781 | -580027 | -34611 | -579068 |
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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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