Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393434.5021 | 179379.9552 | 214054.547 | 929342.8859 | -92898.4042 | 1022241.2901 |
Total P&L (%) | 393.4345 | 179.38 | 214.0545 | 929.3429 | -92.8984 | 1022.2413 |
Avg Daily Profit (%) | 0.38 | 0.1733 | 0.2068 | 0.2254 | -0.2551 | 0.2338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76783 | -94387 | -35221 | -572657 | -641347 | -225433 |
Profit Factor | 1.8908 | 1.602 | 2.4899 | 1.368 | 0.9504 | 2.5629 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 62.5 | 56.8182 | 68.1818 | 62.5 | 56.8182 | 68.1818 |
Ratio Avg Win / Avg Loss | 1.1345 | 1.2175 | 1.1619 | 0.8208 | 0.7223 | 1.196 |
Largest Winning Trade | 72416 | 72416 | 32331 | 450770 | 450770 | 240946 |
Largest Losing Trade | -49983 | -49983 | -24417 | -569149 | -569149 | -165639 |
Avg Bars in Trades | 33 | 48 | 19 | 33 | 48 | 19 |
Avg Bars in Winners | 27 | 36 | 20 | 27 | 36 | 20 |
Avg Bars in Losers | 44 | 63 | 18 | 44 | 63 | 18 |
Bars Traded | 2983 | 2119 | 864 | 2983 | 2119 | 864 |
Profit Streak | 0 | 0 | 322.5052 | 0 | 0 | 322.5052 |
Trades During Streak | 0 | 0 | 9 | 0 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495759 | 369207 | 557091 | 331964 | -579835 | 585494 |
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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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