Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773251.1364 | 707294.7498 | 65956.3866 | 483086.6864 | -173493.1489 | 656579.8353 |
Total P&L (%) | 773.2511 | 707.2948 | 65.9564 | 483.0867 | -173.4931 | 656.5798 |
Avg Daily Profit (%) | 0.4149 | 0.3796 | 0.0354 | 0.0947 | 0 | 0.1087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129392 | -89844 | -63645 | -3659875 | -2497238 | -1534199 |
Profit Factor | 2.6042 | 3.9432 | 1.2729 | 1.0505 | 0.9643 | 1.1393 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 33.8983 | 35.5932 | 32.2034 | 33.8983 | 35.5932 | 32.2034 |
Ratio Avg Win / Avg Loss | 5.0782 | 7.1354 | 2.6797 | 2.0484 | 1.7449 | 2.3984 |
Largest Winning Trade | 677116 | 677116 | 56866 | 1363889 | 1032375 | 1363889 |
Largest Losing Trade | -29483 | -21527 | -29483 | -829132 | -639182 | -829132 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 59 | 47 | 73 | 59 | 47 | 73 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 3632 | 1571 | 2061 | 3632 | 1571 | 2061 |
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 | 320132 | -165690 | -328733 | -236453 | -760283 | -297637 |
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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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