Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518273.283 | 423896.7065 | 94376.5765 | 497939.753 | 129944.4028 | 367995.3502 |
Total P&L (%) | 518.2733 | 423.8967 | 94.3766 | 497.9398 | 129.9444 | 367.9954 |
Avg Daily Profit (%) | 0.2071 | 0.1694 | 0.0377 | 0.0715 | 0.0333 | 0.0617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132293 | -143326 | -50936 | -1467863 | -1607071 | -506249 |
Profit Factor | 2.0001 | 2.4901 | 1.4038 | 1.1204 | 1.0525 | 1.2217 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 45.7831 | 43.9024 | 47.619 | 45.7831 | 43.9024 | 47.619 |
Ratio Avg Win / Avg Loss | 2.3685 | 3.1818 | 1.5441 | 1.3268 | 1.3448 | 1.3439 |
Largest Winning Trade | 320856 | 320856 | 48912 | 690094 | 690094 | 242427 |
Largest Losing Trade | -29944 | -29181 | -29944 | -349408 | -349408 | -246726 |
Avg Bars in Trades | 87 | 122 | 52 | 87 | 122 | 52 |
Avg Bars in Winners | 114 | 162 | 72 | 114 | 162 | 72 |
Avg Bars in Losers | 63 | 92 | 34 | 63 | 92 | 34 |
Bars Traded | 7243 | 5040 | 2203 | 7243 | 5040 | 2203 |
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 | 323316 | 351704 | -141586 | -188515 | -313576 | -111847 |
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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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