Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732586.4117 | 556625.0385 | 175961.3732 | 1334603.2378 | 2136189.1827 | -801585.9449 |
Total P&L (%) | 732.5864 | 556.625 | 175.9614 | 1334.6032 | 2136.1892 | -801.5859 |
Avg Daily Profit (%) | 0.4559 | 0.3464 | 0.1095 | 0.1659 | 0.1936 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159316 | -133884 | -99670 | -6727895 | -4868243 | -3212534 |
Profit Factor | 2.2784 | 2.6973 | 1.7178 | 1.103 | 1.2999 | 0.8626 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 45.977 | 36.3636 | 55.814 | 45.977 | 36.3636 | 55.814 |
Ratio Avg Win / Avg Loss | 2.6771 | 4.7203 | 1.36 | 1.296 | 2.2749 | 0.6829 |
Largest Winning Trade | 306686 | 306686 | 72194 | 3963144 | 3963144 | 976917 |
Largest Losing Trade | -42736 | -28482 | -42736 | -2788899 | -1544220 | -2788899 |
Avg Bars in Trades | 216 | 194 | 239 | 216 | 194 | 239 |
Avg Bars in Winners | 298 | 307 | 291 | 298 | 307 | 291 |
Avg Bars in Losers | 147 | 129 | 174 | 147 | 129 | 174 |
Bars Traded | 18843 | 8536 | 10307 | 18843 | 8536 | 10307 |
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 | 476285 | 330852 | -43854 | -100817 | 141572 | -579973 |
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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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