Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650972.8285 | 534080.9775 | 116891.851 | 445390.4153 | -215386.8352 | 660777.2505 |
Total P&L (%) | 650.9728 | 534.081 | 116.8919 | 445.3904 | -215.3868 | 660.7773 |
Avg Daily Profit (%) | 0.3007 | 0.2467 | 0.054 | 0.0784 | 0 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150209 | -122136 | -64900 | -3945411 | -3313249 | -1211432 |
Profit Factor | 2.3087 | 3.0552 | 1.492 | 1.0531 | 0.9496 | 1.1603 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 40.8451 | 38.8889 | 42.8571 | 40.8451 | 38.8889 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.3436 | 4.8011 | 1.9894 | 1.5251 | 1.4922 | 1.547 |
Largest Winning Trade | 391264 | 391264 | 55289 | 1318183 | 1233480 | 1318183 |
Largest Losing Trade | -34276 | -29746 | -34276 | -1335849 | -1335849 | -791613 |
Avg Bars in Trades | 86 | 76 | 96 | 86 | 76 | 96 |
Avg Bars in Winners | 138 | 120 | 156 | 138 | 120 | 156 |
Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
Bars Traded | 6140 | 2761 | 3379 | 6140 | 2761 | 3379 |
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 | -81543 | 358223 | -121225 | -344169 | -583434 | -113238 |
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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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