Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754140.5155 | 680360.4576 | 73780.0579 | 208933.9488 | 324996.6214 | -116062.6726 |
Total P&L (%) | 754.1405 | 680.3605 | 73.7801 | 208.9339 | 324.9966 | -116.0627 |
Avg Daily Profit (%) | 0.402 | 0.3627 | 0.0393 | 0.0602 | 0.0772 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -335283 | -200099 | -188857 | -480557 | -172787 | -313237 |
Profit Factor | 2.1876 | 2.933 | 1.2606 | 1.308 | 2.0558 | 0.6867 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.8357 | 4.0611 | 1.5308 | 1.6956 | 2.8465 | 0.8339 |
Largest Winning Trade | 372063 | 372063 | 51082 | 263575 | 263575 | 76051 |
Largest Losing Trade | -60722 | -42674 | -60722 | -202017 | -78826 | -202017 |
Avg Bars in Trades | 354 | 391 | 316 | 354 | 391 | 316 |
Avg Bars in Winners | 483 | 519 | 450 | 483 | 519 | 450 |
Avg Bars in Losers | 253 | 298 | 206 | 253 | 298 | 206 |
Bars Traded | 21950 | 12133 | 9817 | 21950 | 12133 | 9817 |
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 | -147359 | 426710 | -141328 | -272646 | -89185 | -582699 |
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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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