Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620789.756 | 456528.6053 | 164261.1507 | 477405.0908 | 1965952.0999 | -1488547.0091 |
Total P&L (%) | 620.7898 | 456.5286 | 164.2612 | 477.4051 | 1965.9521 | -1488.547 |
Avg Daily Profit (%) | 0.3263 | 0.24 | 0.0863 | 0.0922 | 0.1593 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89020 | -129581 | -105225 | -2539203 | -1194680 | -2834125 |
Profit Factor | 1.9653 | 2.4683 | 1.4945 | 1.0694 | 1.7979 | 0.6627 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 51.8072 | 50 | 53.6585 | 51.8072 | 50 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.8282 | 2.4683 | 1.2907 | 0.9948 | 1.7979 | 0.5724 |
Largest Winning Trade | 177778 | 177778 | 54455 | 1008558 | 1008558 | 481871 |
Largest Losing Trade | -79763 | -35853 | -79763 | -2282293 | -395254 | -2282293 |
Avg Bars in Trades | 65 | 71 | 59 | 65 | 71 | 59 |
Avg Bars in Winners | 78 | 82 | 74 | 78 | 82 | 74 |
Avg Bars in Losers | 51 | 60 | 42 | 51 | 60 | 42 |
Bars Traded | 5447 | 3002 | 2445 | 5447 | 3002 | 2445 |
Profit Streak | 0 | 0 | 652.7624 | 0 | 0 | 652.7624 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425071 | 457561 | -74562 | -216736 | 401166 | -578935 |
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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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