Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446602.8069 | 357168.8086 | 89433.9982 | 105844.2137 | 298875.3459 | -193031.1323 |
Total P&L (%) | 446.6028 | 357.1688 | 89.434 | 105.8442 | 298.8753 | -193.0311 |
Avg Daily Profit (%) | 0.2789 | 0.223 | 0.0558 | 0.0451 | 0.0864 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152452 | -85533 | -99169 | -361824 | -269467 | -347520 |
Profit Factor | 1.8255 | 2.2176 | 1.3611 | 1.0875 | 1.5308 | 0.7016 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 42.2535 | 41.6667 | 42.8571 | 42.2535 | 41.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.4948 | 3.1047 | 1.8148 | 1.4862 | 2.1432 | 0.9355 |
Largest Winning Trade | 231239 | 231239 | 61618 | 345695 | 345695 | 120885 |
Largest Losing Trade | -59891 | -31040 | -59891 | -112525 | -75080 | -112525 |
Avg Bars in Trades | 264 | 210 | 321 | 264 | 210 | 321 |
Avg Bars in Winners | 436 | 333 | 539 | 436 | 333 | 539 |
Avg Bars in Losers | 139 | 121 | 157 | 139 | 121 | 157 |
Bars Traded | 18806 | 7565 | 11241 | 18806 | 7565 | 11241 |
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 | -82531 | 316627 | -119566 | -351283 | -78211 | -583565 |
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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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