Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448336.4006 | 377865.3769 | 70471.0237 | 53131.4007 | 471330.2038 | -418198.8032 |
Total P&L (%) | 448.3364 | 377.8654 | 70.471 | 53.1314 | 471.3302 | -418.1988 |
Avg Daily Profit (%) | 0.2413 | 0.2034 | 0.0379 | 0.0229 | 0.0939 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230114 | -110463 | -156808 | -760304 | -344430 | -470319 |
Profit Factor | 1.8082 | 2.4118 | 1.2455 | 1.0381 | 1.7763 | 0.4687 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 39.726 | 40.5405 | 38.8889 | 39.726 | 40.5405 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.7435 | 3.5373 | 1.9572 | 1.5751 | 2.6052 | 0.7365 |
Largest Winning Trade | 258687 | 258687 | 60647 | 404663 | 404663 | 130566 |
Largest Losing Trade | -72991 | -40001 | -72991 | -311918 | -235307 | -311918 |
Avg Bars in Trades | 72 | 40 | 106 | 72 | 40 | 106 |
Avg Bars in Winners | 141 | 61 | 226 | 141 | 61 | 226 |
Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
Bars Traded | 5317 | 1484 | 3833 | 5317 | 1484 | 3833 |
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 | -68868 | 308589 | -145687 | -421114 | -67964 | -585101 |
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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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