Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857339.7006 | 827961.1662 | 29378.5345 | -41583.6715 | 414189.2474 | -455772.919 |
Total P&L (%) | 857.3397 | 827.9612 | 29.3785 | -41.5837 | 414.1892 | -455.7729 |
Avg Daily Profit (%) | 0.4643 | 0.4484 | 0.0159 | -0.0291 | 0.0887 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108987 | -99903 | -85811 | -869032 | -418426 | -573535 |
Profit Factor | 2.382 | 3.9565 | 1.0863 | 0.9788 | 1.5744 | 0.6332 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 38.3562 | 35.1351 | 41.6667 | 38.3562 | 35.1351 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.8282 | 7.3042 | 1.5209 | 1.5731 | 2.9067 | 0.8865 |
Largest Winning Trade | 932907 | 932907 | 51826 | 837658 | 837658 | 131373 |
Largest Losing Trade | -72487 | -43047 | -72487 | -398340 | -236130 | -398340 |
Avg Bars in Trades | 145 | 113 | 179 | 145 | 113 | 179 |
Avg Bars in Winners | 232 | 212 | 250 | 232 | 212 | 250 |
Avg Bars in Losers | 91 | 59 | 128 | 91 | 59 | 128 |
Bars Traded | 10652 | 4204 | 6448 | 10652 | 4204 | 6448 |
Profit Streak | 0 | 0 | 20.6509 | 0 | 0 | 20.6509 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65971 | 410957 | -301900 | -658805 | -77409 | -583467 |
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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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