Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604249.6246 | 496343.4668 | 107906.1577 | 964411.4874 | -159315.8473 | 1123727.3348 |
Total P&L (%) | 604.2496 | 496.3435 | 107.9062 | 964.4115 | -159.3158 | 1123.7273 |
Avg Daily Profit (%) | 0.3158 | 0.2594 | 0.0564 | 0.1237 | 0 | 0.131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108754 | -88729 | -63204 | -1177791 | -939194 | -508045 |
Profit Factor | 2.33 | 3.1054 | 1.4937 | 1.2667 | 0.929 | 1.818 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 41.4286 | 37.1429 | 45.7143 | 41.4286 | 37.1429 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.2941 | 5.2553 | 1.7738 | 1.7908 | 1.5721 | 2.1589 |
Largest Winning Trade | 242756 | 242756 | 59578 | 740259 | 740259 | 635422 |
Largest Losing Trade | -26678 | -26678 | -24611 | -401266 | -401266 | -183347 |
Avg Bars in Trades | 156 | 143 | 169 | 156 | 143 | 169 |
Avg Bars in Winners | 253 | 240 | 263 | 253 | 240 | 263 |
Avg Bars in Losers | 88 | 85 | 90 | 88 | 85 | 90 |
Bars Traded | 10966 | 5022 | 5944 | 10966 | 5022 | 5944 |
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 | -88646 | 325894 | -116908 | -128598 | -583009 | -15974 |
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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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