Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586261.6573 | 487459.9458 | 98801.7115 | 872938.7485 | 176609.1792 | 696329.5693 |
Total P&L (%) | 586.2617 | 487.4599 | 98.8017 | 872.9387 | 176.6092 | 696.3296 |
Avg Daily Profit (%) | 0.2967 | 0.2467 | 0.05 | 0.1152 | 0.0515 | 0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101381 | -80423 | -110695 | -3755012 | -2518664 | -1848325 |
Profit Factor | 2.1002 | 3.0621 | 1.3332 | 1.0904 | 1.0369 | 1.1428 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 48.1928 | 45.2381 | 51.2195 | 48.1928 | 45.2381 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.2577 | 3.7067 | 1.2697 | 1.1722 | 1.2552 | 1.0884 |
Largest Winning Trade | 170526 | 170526 | 76479 | 1398151 | 1297981 | 1398151 |
Largest Losing Trade | -58486 | -34453 | -58486 | -1721331 | -833731 | -1721331 |
Avg Bars in Trades | 138 | 125 | 152 | 138 | 125 | 152 |
Avg Bars in Winners | 222 | 210 | 232 | 222 | 210 | 232 |
Avg Bars in Losers | 61 | 54 | 68 | 61 | 54 | 68 |
Bars Traded | 11513 | 5252 | 6261 | 11513 | 5252 | 6261 |
Profit Streak | 0 | 0 | 540.4794 | 0 | 0 | 540.4794 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391583 | 434212 | -124698 | -161864 | -305834 | -114642 |
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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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