Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783361.974 | 728327.0877 | 55034.8863 | 290946.5704 | 393471.6297 | -102525.0594 |
Total P&L (%) | 783.362 | 728.3271 | 55.0349 | 290.9466 | 393.4716 | -102.5251 |
Avg Daily Profit (%) | 0.4208 | 0.3913 | 0.0296 | 0.0733 | 0.0858 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125353 | -74578 | -52873 | -657677 | -357277 | -253445 |
Profit Factor | 2.6418 | 3.8555 | 1.2478 | 1.1422 | 1.3832 | 0.8994 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 41.1765 | 44.186 | 38.0952 | 41.1765 | 44.186 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.774 | 4.8701 | 2.0277 | 1.6318 | 1.7472 | 1.4615 |
Largest Winning Trade | 725491 | 725491 | 70074 | 725491 | 725491 | 254619 |
Largest Losing Trade | -40403 | -35704 | -40403 | -333523 | -164482 | -333523 |
Avg Bars in Trades | 40 | 23 | 58 | 40 | 23 | 58 |
Avg Bars in Winners | 67 | 33 | 109 | 67 | 33 | 109 |
Avg Bars in Losers | 22 | 16 | 27 | 22 | 16 | 27 |
Bars Traded | 3479 | 1021 | 2459 | 3479 | 1021 | 2459 |
Profit Streak | 23.4858 | 33.9858 | 0 | 23.4858 | 33.9858 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442992 | 548542 | -158094 | -160735 | -78106 | -583697 |
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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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