Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495397.8977 | 355057.778 | 140340.1196 | 131178.7593 | -375746.6335 | 506925.3928 |
Total P&L (%) | 495.3979 | 355.0578 | 140.3401 | 131.1788 | -375.7466 | 506.9254 |
Avg Daily Profit (%) | 0.258 | 0.1849 | 0.0731 | 0.0436 | 0 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185521 | -107310 | -119246 | -4849431 | -3236973 | -1934222 |
Profit Factor | 1.8952 | 2.6639 | 1.4127 | 1.0175 | 0.9094 | 1.1521 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 53.7313 | 48.4848 | 58.8235 | 53.7313 | 48.4848 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.6319 | 2.8304 | 0.9889 | 0.8762 | 0.9663 | 0.8064 |
Largest Winning Trade | 169486 | 169486 | 59556 | 1622045 | 1622045 | 993423 |
Largest Losing Trade | -80510 | -38310 | -80510 | -1946397 | -1946397 | -955014 |
Avg Bars in Trades | 55 | 56 | 53 | 55 | 56 | 53 |
Avg Bars in Winners | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Losers | 45 | 49 | 40 | 45 | 49 | 40 |
Bars Traded | 3698 | 1877 | 1821 | 3698 | 1877 | 1821 |
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 | -108801 | 430534 | -95140 | -458037 | -581392 | -120951 |
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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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