Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556443.8055 | 465693.7409 | 90750.0646 | 528382.052 | 841083.4678 | -312701.4158 |
Total P&L (%) | 556.4438 | 465.6937 | 90.7501 | 528.3821 | 841.0835 | -312.7014 |
Avg Daily Profit (%) | 0.2427 | 0.2031 | 0.0396 | 0.0802 | 0.0978 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169433 | -163650 | -65311 | -877376 | -831007 | -573407 |
Profit Factor | 2.0664 | 2.6412 | 1.3812 | 1.2021 | 1.6362 | 0.7581 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 41.5385 | 39.3939 | 43.75 | 41.5385 | 39.3939 | 43.75 |
Ratio Avg Win / Avg Loss | 2.9083 | 4.0634 | 1.7759 | 1.6918 | 2.5172 | 0.9748 |
Largest Winning Trade | 232125 | 232125 | 55174 | 660810 | 660810 | 191086 |
Largest Losing Trade | -50627 | -44527 | -50627 | -478675 | -266062 | -478675 |
Avg Bars in Trades | 65 | 74 | 55 | 65 | 74 | 55 |
Avg Bars in Winners | 89 | 97 | 81 | 89 | 97 | 81 |
Avg Bars in Losers | 47 | 58 | 35 | 47 | 58 | 35 |
Bars Traded | 4226 | 2442 | 1784 | 4226 | 2442 | 1784 |
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 | -127236 | 307303 | -140796 | -224420 | -62988 | -583240 |
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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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