Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1405131.176 | 1373663.3888 | 31467.7872 | 53344.6402 | -187975.8623 | 241320.5025 |
Total P&L (%) | 1405.1312 | 1373.6634 | 31.4678 | 53.3446 | -187.9759 | 241.3205 |
Avg Daily Profit (%) | 0.596 | 0.5827 | 0.0133 | 0.0181 | 0 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203760 | -83897 | -113321 | -370791 | -358378 | -121425 |
Profit Factor | 3.1585 | 5.5064 | 1.0909 | 1.0508 | 0.6997 | 1.5689 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 45.0704 | 36.1111 | 54.2857 | 45.0704 | 36.1111 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.8494 | 9.7422 | 0.9187 | 1.2807 | 1.2379 | 1.3212 |
Largest Winning Trade | 1366211 | 1366211 | 61066 | 158307 | 108747 | 158307 |
Largest Losing Trade | -75371 | -34670 | -75371 | -181722 | -181722 | -90454 |
Avg Bars in Trades | 62 | 67 | 57 | 62 | 67 | 57 |
Avg Bars in Winners | 74 | 78 | 71 | 74 | 78 | 71 |
Avg Bars in Losers | 52 | 61 | 40 | 52 | 61 | 40 |
Bars Traded | 4437 | 2428 | 2009 | 4437 | 2428 | 2009 |
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 | -75736 | 506574 | -299642 | -427578 | -584514 | -121082 |
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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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