Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897858.1224 | 801689.2674 | 96168.855 | 21092.8218 | -103193.333 | 124286.1548 |
Total P&L (%) | 897.8581 | 801.6893 | 96.1689 | 21.0928 | -103.1933 | 124.2862 |
Avg Daily Profit (%) | 0.3803 | 0.3396 | 0.0407 | 0.0081 | 0 | 0.0342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145397 | -71572 | -174858 | -138806 | -160949 | -124020 |
Profit Factor | 2.579 | 3.8021 | 1.3404 | 1.0357 | 0.7031 | 1.5119 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 41.2698 | 31.25 | 51.6129 | 41.2698 | 31.25 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.6701 | 8.3645 | 1.2566 | 1.4739 | 1.5468 | 1.4174 |
Largest Winning Trade | 762747 | 762747 | 62951 | 85778 | 63171 | 85778 |
Largest Losing Trade | -89123 | -25947 | -89123 | -78923 | -53959 | -78923 |
Avg Bars in Trades | 146 | 121 | 173 | 146 | 121 | 173 |
Avg Bars in Winners | 237 | 217 | 250 | 237 | 217 | 250 |
Avg Bars in Losers | 83 | 77 | 91 | 83 | 77 | 91 |
Bars Traded | 9249 | 3880 | 5369 | 9249 | 3880 | 5369 |
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 | -140176 | 317637 | -137990 | -524055 | -585324 | -145629 |
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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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