Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502066.8584 | 439375.9642 | 62690.8943 | 276268.9856 | 287100.5129 | -10831.5273 |
Total P&L (%) | 502.0669 | 439.376 | 62.6909 | 276.269 | 287.1005 | -10.8315 |
Avg Daily Profit (%) | 0.2806 | 0.2456 | 0.035 | 0.0741 | 0.0757 | -0.0064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85262 | -52653 | -112724 | -537850 | -211047 | -326802 |
Profit Factor | 1.891 | 2.7694 | 1.1989 | 1.1945 | 1.4955 | 0.9871 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 43.2432 | 37.8378 | 48.6486 | 43.2432 | 37.8378 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.4819 | 4.5497 | 1.2655 | 1.5678 | 2.457 | 1.042 |
Largest Winning Trade | 194468 | 194468 | 77302 | 229799 | 159771 | 229799 |
Largest Losing Trade | -63883 | -20714 | -63883 | -217550 | -139944 | -217550 |
Avg Bars in Trades | 93 | 84 | 102 | 93 | 84 | 102 |
Avg Bars in Winners | 153 | 151 | 155 | 153 | 151 | 155 |
Avg Bars in Losers | 48 | 44 | 53 | 48 | 44 | 53 |
Bars Traded | 6939 | 3135 | 3804 | 6939 | 3135 | 3804 |
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 | -59088 | 308574 | -148819 | -170845 | -94225 | -579631 |
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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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