Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619042.5334 | 573105.3087 | 45937.2246 | 143148.8719 | 488094.047 | -344945.1752 |
Total P&L (%) | 619.0425 | 573.1053 | 45.9372 | 143.1489 | 488.094 | -344.9452 |
Avg Daily Profit (%) | 0.257 | 0.238 | 0.0191 | 0.0369 | 0.0736 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132859 | -85330 | -152602 | -1061261 | -723048 | -982060 |
Profit Factor | 1.9017 | 2.7452 | 1.1283 | 1.041 | 1.2881 | 0.8081 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 42.4658 | 38.8889 | 45.9459 | 42.4658 | 38.8889 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.5765 | 4.3139 | 1.3274 | 1.4104 | 2.0242 | 0.9507 |
Largest Winning Trade | 294128 | 294128 | 74554 | 587719 | 587719 | 304244 |
Largest Losing Trade | -43908 | -39803 | -43908 | -568423 | -279837 | -568423 |
Avg Bars in Trades | 191 | 175 | 207 | 191 | 175 | 207 |
Avg Bars in Winners | 292 | 273 | 307 | 292 | 273 | 307 |
Avg Bars in Losers | 117 | 113 | 122 | 117 | 113 | 122 |
Bars Traded | 14005 | 6322 | 7683 | 14005 | 6322 | 7683 |
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 | -67071 | 333985 | -250072 | -398247 | -97889 | -582349 |
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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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