Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606252.6058 | 540571.8229 | 65680.7828 | 794527.4144 | 1016935.722 | -222408.3076 |
Total P&L (%) | 606.2526 | 540.5718 | 65.6808 | 794.5274 | 1016.9357 | -222.4083 |
Avg Daily Profit (%) | 0.3269 | 0.2915 | 0.0354 | 0.1182 | 0.1302 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95611 | -99429 | -53899 | -2428303 | -2080765 | -1030304 |
Profit Factor | 2.1426 | 3.1246 | 1.2379 | 1.1305 | 1.3123 | 0.9215 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 36.6197 | 37.1429 | 36.1111 | 36.6197 | 37.1429 | 36.1111 |
Ratio Avg Win / Avg Loss | 3.7084 | 5.2878 | 2.19 | 1.9566 | 2.2207 | 1.6303 |
Largest Winning Trade | 207094 | 207094 | 72401 | 1648723 | 1648723 | 823480 |
Largest Losing Trade | -38698 | -29466 | -38698 | -656773 | -498819 | -656773 |
Avg Bars in Trades | 48 | 57 | 39 | 48 | 57 | 39 |
Avg Bars in Winners | 99 | 112 | 86 | 99 | 112 | 86 |
Avg Bars in Losers | 19 | 25 | 13 | 19 | 25 | 13 |
Bars Traded | 3448 | 2016 | 1432 | 3448 | 2016 | 1432 |
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 | -83283 | 352101 | -150459 | -207130 | -22516 | -583403 |
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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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