Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506791.9696 | 418267.5159 | 88524.4537 | 503200.3123 | -58241.2973 | 561441.6096 |
Total P&L (%) | 506.792 | 418.2675 | 88.5245 | 503.2003 | -58.2413 | 561.4416 |
Avg Daily Profit (%) | 0.2026 | 0.1672 | 0.0354 | 0.0719 | -0.0349 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107765 | -85901 | -70807 | -1374172 | -1254226 | -791997 |
Profit Factor | 2.0501 | 2.6185 | 1.3949 | 1.1491 | 0.9722 | 1.4383 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 43.8356 | 40.5405 | 47.2222 | 43.8356 | 40.5405 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.6268 | 3.8404 | 1.559 | 1.4723 | 1.4259 | 1.6075 |
Largest Winning Trade | 257725 | 257725 | 55753 | 889310 | 889310 | 707821 |
Largest Losing Trade | -32806 | -30869 | -32806 | -566897 | -566897 | -438219 |
Avg Bars in Trades | 99 | 76 | 122 | 99 | 76 | 122 |
Avg Bars in Winners | 149 | 97 | 194 | 149 | 97 | 194 |
Avg Bars in Losers | 60 | 62 | 58 | 60 | 62 | 58 |
Bars Traded | 7246 | 2835 | 4411 | 7246 | 2835 | 4411 |
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 | -66718 | 311798 | -144938 | -231741 | -582784 | -90714 |
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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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