Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552727.9779 | 503685.914 | 49042.0639 | -25068.6173 | 134189.1738 | -159257.7911 |
Total P&L (%) | 552.728 | 503.6859 | 49.0421 | -25.0686 | 134.1892 | -159.2578 |
Avg Daily Profit (%) | 0.2845 | 0.2593 | 0.0252 | -0.0149 | 0.0438 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148890 | -113358 | -85500 | -523986 | -194170 | -338266 |
Profit Factor | 1.9252 | 3.1266 | 1.136 | 0.977 | 1.3801 | 0.7837 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 49.3151 | 51.3514 | 47.2222 | 49.3151 | 51.3514 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.9786 | 2.962 | 1.2697 | 1.0041 | 1.3074 | 0.8759 |
Largest Winning Trade | 416823 | 416823 | 66429 | 250511 | 250511 | 210542 |
Largest Losing Trade | -85500 | -36675 | -85500 | -323963 | -82957 | -323963 |
Avg Bars in Trades | 76 | 67 | 85 | 76 | 67 | 85 |
Avg Bars in Winners | 80 | 61 | 101 | 80 | 61 | 101 |
Avg Bars in Losers | 72 | 74 | 71 | 72 | 74 | 71 |
Bars Traded | 5601 | 2514 | 3088 | 5601 | 2514 | 3088 |
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 | -64128 | 529176 | -232570 | -655655 | -133635 | -581860 |
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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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