Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394176.2345 | 242087.0201 | 152089.2144 | 206913.5373 | -708588.823 | 915502.3603 |
Total P&L (%) | 394.1762 | 242.087 | 152.0892 | 206.9135 | -708.5888 | 915.5024 |
Avg Daily Profit (%) | 0.2172 | 0.1334 | 0.0838 | 0.0618 | 0 | 0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123913 | -180133 | -53609 | -1329475 | -1764285 | -454279 |
Profit Factor | 1.8054 | 1.7386 | 1.9408 | 1.0527 | 0.7412 | 1.7691 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 51.7241 | 50 | 53.4884 | 51.7241 | 50 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.685 | 1.7386 | 1.6876 | 0.9825 | 0.7412 | 1.5383 |
Largest Winning Trade | 225491 | 225491 | 64109 | 533622 | 533622 | 493818 |
Largest Losing Trade | -42319 | -42319 | -30019 | -501019 | -501019 | -253593 |
Avg Bars in Trades | 39 | 44 | 33 | 39 | 44 | 33 |
Avg Bars in Winners | 48 | 48 | 47 | 48 | 48 | 47 |
Avg Bars in Losers | 29 | 41 | 17 | 29 | 41 | 17 |
Bars Traded | 3417 | 1974 | 1443 | 3417 | 1974 | 1443 |
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 | 419342 | -11610 | -76889 | -274197 | -580719 | -18141 |
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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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