Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794963.1127 | 679666.0019 | 115297.1109 | 452594.9534 | -85699.2706 | 538294.224 |
Total P&L (%) | 794.9631 | 679.666 | 115.2971 | 452.595 | -85.6993 | 538.2942 |
Avg Daily Profit (%) | 0.4281 | 0.366 | 0.0621 | 0.0921 | -0.1047 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120010 | -123108 | -62599 | -854745 | -942128 | -524449 |
Profit Factor | 2.4777 | 3.2018 | 1.5028 | 1.1351 | 0.9562 | 1.3871 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 43.662 | 33.3333 | 54.2857 | 43.662 | 33.3333 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.197 | 6.4036 | 1.2655 | 1.4647 | 1.9125 | 1.1681 |
Largest Winning Trade | 669873 | 669873 | 61814 | 753211 | 753211 | 366087 |
Largest Losing Trade | -35163 | -29866 | -35163 | -368065 | -182159 | -368065 |
Avg Bars in Trades | 151 | 135 | 168 | 151 | 135 | 168 |
Avg Bars in Winners | 238 | 256 | 226 | 238 | 256 | 226 |
Avg Bars in Losers | 84 | 74 | 98 | 84 | 74 | 98 |
Bars Traded | 10751 | 4868 | 5883 | 10751 | 4868 | 5883 |
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 | -79032 | 327339 | -108145 | -235621 | -584483 | -58058 |
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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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