Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533472.431 | 451774.0703 | 81698.3607 | 257604.0685 | 280051.7674 | -22447.6989 |
Total P&L (%) | 533.4724 | 451.7741 | 81.6984 | 257.6041 | 280.0518 | -22.4477 |
Avg Daily Profit (%) | 0.3325 | 0.2816 | 0.0509 | 0.0795 | 0.0833 | -0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125369 | -92795 | -83523 | -556185 | -619010 | -312582 |
Profit Factor | 2.008 | 2.6654 | 1.3167 | 1.1377 | 1.2623 | 0.972 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 41.791 | 38.2353 | 45.4545 | 41.791 | 38.2353 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.7968 | 4.3057 | 1.58 | 1.5847 | 2.0391 | 1.1665 |
Largest Winning Trade | 283238 | 283238 | 65377 | 511731 | 511731 | 200564 |
Largest Losing Trade | -52677 | -32438 | -52677 | -296420 | -296420 | -131873 |
Avg Bars in Trades | 137 | 117 | 158 | 137 | 117 | 158 |
Avg Bars in Winners | 225 | 191 | 256 | 225 | 191 | 256 |
Avg Bars in Losers | 73 | 71 | 77 | 73 | 71 | 77 |
Bars Traded | 9210 | 3979 | 5231 | 9210 | 3979 | 5231 |
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 | -111483 | 317177 | -125403 | -279279 | -85426 | -580903 |
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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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