Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478664.1823 | 386776.8454 | 91887.337 | 222247.8081 | 447346.2479 | -225098.4398 |
Total P&L (%) | 478.6642 | 386.7768 | 91.8873 | 222.2478 | 447.3462 | -225.0984 |
Avg Daily Profit (%) | 0.2987 | 0.2414 | 0.0573 | 0.0731 | 0.1061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140613 | -115890 | -110123 | -1129037 | -923340 | -736925 |
Profit Factor | 1.9764 | 2.4841 | 1.4001 | 1.0789 | 1.2958 | 0.8276 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 52.1739 | 48.5714 | 55.8824 | 52.1739 | 48.5714 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.8117 | 2.6302 | 1.1054 | 0.989 | 1.372 | 0.6534 |
Largest Winning Trade | 273881 | 273881 | 64409 | 690761 | 690761 | 259326 |
Largest Losing Trade | -45375 | -36819 | -45375 | -369430 | -369430 | -214969 |
Avg Bars in Trades | 272 | 211 | 335 | 272 | 211 | 335 |
Avg Bars in Winners | 364 | 280 | 439 | 364 | 280 | 439 |
Avg Bars in Losers | 172 | 145 | 205 | 172 | 145 | 205 |
Bars Traded | 18808 | 7385 | 11423 | 18808 | 7385 | 11423 |
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 | -93498 | 437180 | -114907 | -336576 | -51793 | -580032 |
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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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