Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341896.1408 | 105276.741 | 236619.3998 | 202793.0974 | 911648.935 | -708855.8376 |
Total P&L (%) | 341.8961 | 105.2767 | 236.6194 | 202.7931 | 911.6489 | -708.8558 |
Avg Daily Profit (%) | 0.2253 | 0.0694 | 0.156 | 0.073 | 0.1526 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156514 | -83629 | -114710 | -4356861 | -1296800 | -4193193 |
Profit Factor | 1.9186 | 1.7238 | 2.0436 | 1.0259 | 1.443 | 0.877 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 60.3175 | 56.25 | 64.5161 | 60.3175 | 56.25 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.2623 | 1.3407 | 1.124 | 0.6749 | 1.1224 | 0.4824 |
Largest Winning Trade | 73980 | 57858 | 73980 | 1202986 | 1202986 | 1097306 |
Largest Losing Trade | -79947 | -32698 | -79947 | -2912300 | -976600 | -2912300 |
Avg Bars in Trades | 92 | 36 | 151 | 92 | 36 | 151 |
Avg Bars in Winners | 95 | 23 | 160 | 95 | 23 | 160 |
Avg Bars in Losers | 88 | 53 | 133 | 88 | 53 | 133 |
Bars Traded | 5850 | 1161 | 4689 | 5850 | 1161 | 4689 |
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 | -139292 | -97356 | 426948 | -438752 | 337272 | -578936 |
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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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