Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575473.6764 | 475698.2769 | 99775.3995 | 581641.0785 | -5338.492 | 586979.5704 |
Total P&L (%) | 575.4737 | 475.6983 | 99.7754 | 581.6411 | -5.3385 | 586.9796 |
Avg Daily Profit (%) | 0.3082 | 0.2547 | 0.0534 | 0.1028 | -0.0029 | 0.1033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75454 | -64168 | -35524 | -939592 | -732245 | -549078 |
Profit Factor | 2.683 | 3.4215 | 1.6858 | 1.2137 | 0.9964 | 1.4753 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 46.3768 | 45.7143 | 47.0588 | 46.3768 | 45.7143 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.1022 | 4.063 | 1.8966 | 1.4033 | 1.1832 | 1.6597 |
Largest Winning Trade | 458718 | 458718 | 51426 | 370247 | 368464 | 370247 |
Largest Losing Trade | -34058 | -34058 | -31501 | -479676 | -311462 | -479676 |
Avg Bars in Trades | 79 | 57 | 102 | 79 | 57 | 102 |
Avg Bars in Winners | 127 | 96 | 159 | 127 | 96 | 159 |
Avg Bars in Losers | 37 | 24 | 51 | 37 | 24 | 51 |
Bars Traded | 5498 | 2010 | 3488 | 5498 | 2010 | 3488 |
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 | -93605 | 466418 | -119530 | -163402 | -580787 | -53609 |
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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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