Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656196.8113 | 558733.6079 | 97463.2034 | 564920.7234 | -394982.6576 | 959903.381 |
Total P&L (%) | 656.1968 | 558.7336 | 97.4632 | 564.9207 | -394.9827 | 959.9034 |
Avg Daily Profit (%) | 0.3491 | 0.2972 | 0.0518 | 0.1008 | 0 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86935 | -110267 | -44079 | -1125338 | -1520950 | -514785 |
Profit Factor | 2.3543 | 2.9042 | 1.5099 | 1.106 | 0.8812 | 1.4783 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 41.1765 | 28.5714 | 53.4884 | 41.1765 | 28.5714 | 53.4884 |
Ratio Avg Win / Avg Loss | 3.3632 | 7.2606 | 1.313 | 1.5799 | 2.203 | 1.2855 |
Largest Winning Trade | 532961 | 532961 | 33618 | 632521 | 632521 | 352185 |
Largest Losing Trade | -32186 | -28021 | -32186 | -454575 | -310920 | -454575 |
Avg Bars in Trades | 84 | 78 | 90 | 84 | 78 | 90 |
Avg Bars in Winners | 139 | 160 | 129 | 139 | 160 | 129 |
Avg Bars in Losers | 45 | 45 | 46 | 45 | 45 | 46 |
Bars Traded | 7185 | 3287 | 3897 | 7185 | 3287 | 3897 |
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 | 381300 | 13798 | -121804 | -164002 | -592031 | -23155 |
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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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