Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423258.8342 | 170409.3581 | 252849.4761 | 845124.6428 | 974659.6732 | -129535.0303 |
Total P&L (%) | 423.2588 | 170.4094 | 252.8495 | 845.1246 | 974.6597 | -129.535 |
Avg Daily Profit (%) | 0.4096 | 0.1649 | 0.2447 | 0.2176 | 0.2301 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121540 | -27896 | -124760 | -7021067 | -693098 | -7077344 |
Profit Factor | 2.3228 | 2.5214 | 2.2158 | 1.0785 | 1.6234 | 0.9859 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 31 | 22 | 9 | 31 | 22 | 9 |
Profitability (%) | 63.5294 | 48.8372 | 78.5714 | 63.5294 | 48.8372 | 78.5714 |
Ratio Avg Win / Avg Loss | 1.3334 | 2.6415 | 0.6043 | 0.6191 | 1.7007 | 0.2689 |
Largest Winning Trade | 51391 | 46302 | 51391 | 2626756 | 336411 | 2626756 |
Largest Losing Trade | -80169 | -14843 | -80169 | -6348549 | -397403 | -6348549 |
Avg Bars in Trades | 67 | 40 | 96 | 67 | 40 | 96 |
Avg Bars in Winners | 64 | 37 | 82 | 64 | 37 | 82 |
Avg Bars in Losers | 73 | 43 | 146 | 73 | 43 | 146 |
Bars Traded | 5772 | 1735 | 4037 | 5772 | 1735 | 4037 |
Profit Streak | 0 | 0 | 41.9702 | 0 | 0 | 41.9702 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539398 | 422149 | 494625 | -125377 | 394807 | -576480 |
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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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