Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652588.2175 | 589124.3621 | 63463.8554 | -61649.9408 | -620132.6984 | 558482.7576 |
Total P&L (%) | 652.5882 | 589.1244 | 63.4639 | -61.6499 | -620.1327 | 558.4828 |
Avg Daily Profit (%) | 0.438 | 0.3954 | 0.0426 | -0.0643 | 0 | 0.1266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195839 | -147801 | -104403 | -1240742 | -1336789 | -171429 |
Profit Factor | 2.1715 | 2.6808 | 1.3072 | 0.9676 | 0.6082 | 2.7423 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 59.0164 | 58.0645 | 60 | 59.0164 | 58.0645 | 60 |
Ratio Avg Win / Avg Loss | 1.508 | 1.9362 | 0.8715 | 0.6719 | 0.4392 | 1.8282 |
Largest Winning Trade | 709006 | 709006 | 50168 | 709006 | 709006 | 405863 |
Largest Losing Trade | -71813 | -71813 | -60474 | -905621 | -905621 | -97076 |
Avg Bars in Trades | 47 | 68 | 24 | 47 | 68 | 24 |
Avg Bars in Winners | 32 | 34 | 29 | 32 | 34 | 29 |
Avg Bars in Losers | 68 | 116 | 16 | 68 | 116 | 16 |
Bars Traded | 2869 | 2131 | 738 | 2869 | 2131 | 738 |
Profit Streak | 0 | 0 | 43.4021 | 0 | 0 | 43.4021 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150628 | 569782 | -135910 | -745608 | -579772 | -16310 |
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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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