Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591479.9956 | 493052.18 | 98427.8156 | 479419.4002 | 298988.2655 | 180431.1347 |
Total P&L (%) | 591.48 | 493.0522 | 98.4278 | 479.4194 | 298.9883 | 180.4311 |
Avg Daily Profit (%) | 0.3165 | 0.2638 | 0.0527 | 0.094 | 0.0741 | 0.0552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61728 | -84203 | -54996 | -416971 | -374278 | -373446 |
Profit Factor | 2.4152 | 3.1419 | 1.5243 | 1.2339 | 1.2672 | 1.1939 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.9275 | 38.2353 | 51.4286 | 44.9275 | 38.2353 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.9606 | 5.0753 | 1.4396 | 1.5126 | 2.0471 | 1.1276 |
Largest Winning Trade | 431001 | 431001 | 49331 | 331971 | 331971 | 265110 |
Largest Losing Trade | -54996 | -25559 | -54996 | -373446 | -254668 | -373446 |
Avg Bars in Trades | 49 | 53 | 46 | 49 | 53 | 46 |
Avg Bars in Winners | 65 | 70 | 61 | 65 | 70 | 61 |
Avg Bars in Losers | 37 | 43 | 30 | 37 | 43 | 30 |
Bars Traded | 3439 | 1825 | 1614 | 3439 | 1825 | 1614 |
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 | -94615 | 344801 | -120959 | -174873 | -97650 | -126287 |
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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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