Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475203.743 | 457676.5829 | 17527.16 | 275754.663 | 267567.0566 | 8187.6064 |
Total P&L (%) | 475.2037 | 457.6766 | 17.5272 | 275.7547 | 267.5671 | 8.1876 |
Avg Daily Profit (%) | 0.2498 | 0.2406 | 0.0092 | 0.0696 | 0.0684 | 0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123261 | -63671 | -92637 | -425533 | -213058 | -405200 |
Profit Factor | 2.3205 | 4.4296 | 1.0774 | 1.1804 | 1.4607 | 1.0086 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 24.6575 | 32.4324 | 16.6667 | 24.6575 | 32.4324 | 16.6667 |
Ratio Avg Win / Avg Loss | 7.0903 | 9.2283 | 5.387 | 3.6068 | 3.0432 | 5.0432 |
Largest Winning Trade | 410910 | 410910 | 71811 | 408403 | 408403 | 334457 |
Largest Losing Trade | -20030 | -14196 | -20030 | -122510 | -65267 | -122510 |
Avg Bars in Trades | 42 | 25 | 59 | 42 | 25 | 59 |
Avg Bars in Winners | 140 | 65 | 291 | 140 | 65 | 291 |
Avg Bars in Losers | 9 | 5 | 13 | 9 | 5 | 13 |
Bars Traded | 3086 | 927 | 2159 | 3086 | 927 | 2159 |
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 | -95136 | 316650 | -389873 | -228555 | -105916 | -629525 |
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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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