Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665566.0196 | 530771.7096 | 134794.3101 | 210076.9987 | -703393.4179 | 913470.4166 |
Total P&L (%) | 665.566 | 530.7717 | 134.7943 | 210.077 | -703.3934 | 913.4704 |
Avg Daily Profit (%) | 0.4496 | 0.3586 | 0.0911 | 0.0765 | 0 | 0.1566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172012 | -111906 | -103704 | -3497318 | -2980520 | -1090683 |
Profit Factor | 2.0248 | 2.3885 | 1.5044 | 1.0251 | 0.8736 | 1.3265 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 44.4444 | 37.5 | 51.6129 | 44.4444 | 37.5 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.531 | 3.9808 | 1.4104 | 1.2814 | 1.4561 | 1.2436 |
Largest Winning Trade | 355753 | 355753 | 61574 | 1908022 | 1908022 | 530910 |
Largest Losing Trade | -47640 | -44536 | -47640 | -1197837 | -1197837 | -568434 |
Avg Bars in Trades | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Winners | 88 | 76 | 97 | 88 | 76 | 97 |
Avg Bars in Losers | 51 | 60 | 38 | 51 | 60 | 38 |
Bars Traded | 4265 | 2135 | 2130 | 4265 | 2135 | 2130 |
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 | -139418 | 325776 | -69894 | -437175 | -584004 | 290941 |
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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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