Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439314.1241 | 172697.1894 | 266616.9346 | 930007.49 | 88563.5114 | 841443.9787 |
Total P&L (%) | 439.3141 | 172.6972 | 266.6169 | 930.0075 | 88.5635 | 841.444 |
Avg Daily Profit (%) | 0.2963 | 0.1165 | 0.1798 | 0.1574 | 0.0428 | 0.1513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69690 | -58095 | -71788 | -985524 | -692697 | -522996 |
Profit Factor | 1.9204 | 1.9237 | 1.9183 | 1.2325 | 1.0454 | 1.4106 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 56.9767 | 55.814 | 58.1395 | 56.9767 | 55.814 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.4501 | 1.5229 | 1.3812 | 0.9307 | 0.8276 | 1.0156 |
Largest Winning Trade | 67170 | 67170 | 55767 | 558713 | 462458 | 558713 |
Largest Losing Trade | -57238 | -29214 | -57238 | -361217 | -361217 | -304710 |
Avg Bars in Trades | 65 | 38 | 92 | 65 | 38 | 92 |
Avg Bars in Winners | 65 | 32 | 96 | 65 | 32 | 96 |
Avg Bars in Losers | 65 | 45 | 86 | 65 | 45 | 86 |
Bars Traded | 5621 | 1643 | 3977 | 5621 | 1643 | 3977 |
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 | 436092 | -33054 | 399097 | 245250 | -307209 | 341549 |
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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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