Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379391.3218 | 377491.3091 | 1900.0127 | 38275.0895 | 393890.5035 | -355615.414 |
Total P&L (%) | 379.3913 | 377.4913 | 1.9 | 38.2751 | 393.8905 | -355.6154 |
Avg Daily Profit (%) | 0.1617 | 0.1609 | 0.0008 | 0.0138 | 0.0681 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138573 | -125765 | -60507 | -1031164 | -649664 | -458484 |
Profit Factor | 1.8493 | 2.7288 | 1.0083 | 1.0145 | 1.2988 | 0.7297 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 40.3226 | 41.9355 | 38.7097 | 40.3226 | 41.9355 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.7369 | 3.7783 | 1.5965 | 1.5015 | 1.7983 | 1.1553 |
Largest Winning Trade | 333619 | 333619 | 64073 | 635195 | 635195 | 297240 |
Largest Losing Trade | -40864 | -40864 | -36579 | -397700 | -397700 | -349118 |
Avg Bars in Trades | 109 | 103 | 115 | 109 | 103 | 115 |
Avg Bars in Winners | 160 | 147 | 174 | 160 | 147 | 174 |
Avg Bars in Losers | 74 | 72 | 77 | 74 | 72 | 77 |
Bars Traded | 6785 | 3216 | 3569 | 6785 | 3216 | 3569 |
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 | -151738 | 335412 | -572198 | -542738 | -104017 | -583541 |
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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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