Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473021.1563 | 449130.1341 | 23891.0222 | 68973.3859 | 162789.7631 | -93816.3772 |
Total P&L (%) | 473.0212 | 449.1301 | 23.891 | 68.9734 | 162.7898 | -93.8164 |
Avg Daily Profit (%) | 0.2533 | 0.2405 | 0.0128 | 0.0281 | 0.0518 | -0.1489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220262 | -112650 | -157209 | -321253 | -150365 | -214738 |
Profit Factor | 1.9109 | 2.7808 | 1.0895 | 1.0968 | 1.4985 | 0.7568 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 41.2698 | 38.7097 | 43.75 | 41.2698 | 38.7097 | 43.75 |
Ratio Avg Win / Avg Loss | 2.7194 | 4.4029 | 1.4007 | 1.5609 | 2.3726 | 0.9731 |
Largest Winning Trade | 401351 | 401351 | 60464 | 274045 | 274045 | 84352 |
Largest Losing Trade | -58805 | -58805 | -34684 | -118735 | -75002 | -118735 |
Avg Bars in Trades | 115 | 97 | 132 | 115 | 97 | 132 |
Avg Bars in Winners | 185 | 163 | 204 | 185 | 163 | 204 |
Avg Bars in Losers | 66 | 56 | 76 | 66 | 56 | 76 |
Bars Traded | 7274 | 3028 | 4246 | 7274 | 3028 | 4246 |
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 | -142967 | 318366 | -304625 | -423006 | -125829 | -583240 |
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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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