Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656851.8397 | 416786.6228 | 240065.2168 | 1517953.1766 | -155981.7617 | 1673934.9383 |
Total P&L (%) | 656.8518 | 416.7866 | 240.0652 | 1517.9532 | -155.9818 | 1673.9349 |
Avg Daily Profit (%) | 0.3639 | 0.2309 | 0.133 | 0.1543 | 0 | 0.1595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88140 | -56530 | -33521 | -1657126 | -1353876 | -910148 |
Profit Factor | 2.8413 | 2.8658 | 2.8004 | 1.2344 | 0.9583 | 1.6118 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 22 | 6 | 16 | 22 | 6 | 16 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 30.9859 | 16.6667 | 45.7143 | 30.9859 | 16.6667 | 45.7143 |
Ratio Avg Win / Avg Loss | 6.3284 | 14.3289 | 3.3255 | 2.7493 | 4.7915 | 1.914 |
Largest Winning Trade | 420641 | 420641 | 63572 | 949934 | 949934 | 948631 |
Largest Losing Trade | -29142 | -22476 | -29142 | -664055 | -362898 | -664055 |
Avg Bars in Trades | 148 | 94 | 205 | 148 | 94 | 205 |
Avg Bars in Winners | 386 | 383 | 387 | 386 | 383 | 387 |
Avg Bars in Losers | 42 | 36 | 51 | 42 | 36 | 51 |
Bars Traded | 10567 | 3388 | 7179 | 10567 | 3388 | 7179 |
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 | -83809 | -53189 | -11804 | -90230 | -644545 | 326371 |
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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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