Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438010.8279 | 392049.5987 | 45961.2292 | 226062.6817 | -543102.7406 | 769165.4223 |
Total P&L (%) | 438.0108 | 392.0496 | 45.9612 | 226.0627 | -543.1027 | 769.1654 |
Avg Daily Profit (%) | 0.1749 | 0.1565 | 0.0184 | 0.0472 | 0 | 0.0864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258706 | -102303 | -178177 | -7866465 | -4824589 | -4015571 |
Profit Factor | 1.6901 | 2.6168 | 1.1172 | 1.0158 | 0.9179 | 1.0996 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 39.726 | 43.2432 | 36.1111 | 39.726 | 43.2432 | 36.1111 |
Ratio Avg Win / Avg Loss | 2.5643 | 3.4345 | 1.9766 | 1.5412 | 1.2048 | 1.9454 |
Largest Winning Trade | 93292 | 93292 | 70134 | 2757012 | 1269657 | 2757012 |
Largest Losing Trade | -70748 | -28496 | -70748 | -1696011 | -1397956 | -1696011 |
Avg Bars in Trades | 98 | 89 | 107 | 98 | 89 | 107 |
Avg Bars in Winners | 152 | 127 | 183 | 152 | 127 | 183 |
Avg Bars in Losers | 62 | 60 | 65 | 62 | 60 | 65 |
Bars Traded | 7182 | 3298 | 3884 | 7182 | 3298 | 3884 |
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 | -69664 | 346241 | -265947 | -412223 | -581733 | -192539 |
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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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