Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970662.8723 | 929280.6647 | 41382.2076 | 85754.1865 | 364938.3878 | -279184.2013 |
Total P&L (%) | 970.6629 | 929.2807 | 41.3822 | 85.7542 | 364.9384 | -279.1842 |
Avg Daily Profit (%) | 0.411 | 0.3934 | 0.0175 | 0.0262 | 0.0651 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144602 | -162484 | -91422 | -1117844 | -900062 | -714269 |
Profit Factor | 2.6652 | 3.7398 | 1.1698 | 1.0329 | 1.2682 | 0.7754 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 42.6667 | 43.2432 | 42.1053 | 42.6667 | 43.2432 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.5813 | 4.9085 | 1.6084 | 1.388 | 1.6644 | 1.0662 |
Largest Winning Trade | 975520 | 975520 | 59208 | 871200 | 871200 | 199352 |
Largest Losing Trade | -40858 | -40858 | -31995 | -394838 | -247023 | -394838 |
Avg Bars in Trades | 90 | 122 | 60 | 90 | 122 | 60 |
Avg Bars in Winners | 140 | 185 | 95 | 140 | 185 | 95 |
Avg Bars in Losers | 53 | 74 | 34 | 53 | 74 | 34 |
Bars Traded | 6806 | 4523 | 2283 | 6806 | 4523 | 2283 |
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 | -49204 | 501827 | -207260 | -406277 | -107652 | -582168 |
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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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