Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576997.43 | 449447.4182 | 127550.0119 | 268464.2848 | -169096.5794 | 437560.8641 |
Total P&L (%) | 576.9974 | 449.4474 | 127.55 | 268.4643 | -169.0966 | 437.5609 |
Avg Daily Profit (%) | 0.3874 | 0.3017 | 0.0856 | 0.0876 | 0 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107268 | -141529 | -35375 | -694320 | -698881 | -204407 |
Profit Factor | 2.1144 | 2.3561 | 1.6845 | 1.1035 | 0.9054 | 1.5431 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 50.7937 | 38.7097 | 62.5 | 50.7937 | 38.7097 | 62.5 |
Ratio Avg Win / Avg Loss | 2.0483 | 3.7304 | 1.0107 | 1.069 | 1.4336 | 0.9258 |
Largest Winning Trade | 408447 | 408447 | 70182 | 453397 | 453397 | 225740 |
Largest Losing Trade | -36035 | -36035 | -28239 | -365586 | -365586 | -183259 |
Avg Bars in Trades | 137 | 162 | 114 | 137 | 162 | 114 |
Avg Bars in Winners | 180 | 229 | 150 | 180 | 229 | 150 |
Avg Bars in Losers | 94 | 120 | 52 | 94 | 120 | 52 |
Bars Traded | 8688 | 5036 | 3652 | 8688 | 5036 | 3652 |
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 | -137236 | 307705 | -74960 | -333561 | -583541 | -40677 |
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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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