Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536355.6335 | 467900.1958 | 68455.4377 | 175336.5774 | 411708.1959 | -236371.6186 |
Total P&L (%) | 536.3556 | 467.9002 | 68.4554 | 175.3366 | 411.7082 | -236.3716 |
Avg Daily Profit (%) | 0.3364 | 0.2935 | 0.0429 | 0.0636 | 0.1025 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143449 | -119556 | -98058 | -1137080 | -989012 | -441415 |
Profit Factor | 2.0065 | 2.7851 | 1.2528 | 1.0714 | 1.2847 | 0.7661 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 42.2535 | 37.1429 | 47.2222 | 42.2535 | 37.1429 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.7422 | 4.7133 | 1.4002 | 1.4642 | 2.174 | 0.8562 |
Largest Winning Trade | 309389 | 309389 | 62102 | 1061368 | 1061368 | 167100 |
Largest Losing Trade | -45258 | -29026 | -45258 | -328206 | -328206 | -170870 |
Avg Bars in Trades | 130 | 122 | 138 | 130 | 122 | 138 |
Avg Bars in Winners | 197 | 203 | 192 | 197 | 203 | 192 |
Avg Bars in Losers | 81 | 74 | 90 | 81 | 74 | 90 |
Bars Traded | 9270 | 4277 | 4993 | 9270 | 4277 | 4993 |
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 | -81273 | 314135 | -136941 | -344383 | -60098 | -581860 |
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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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