Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522415.4205 | 312018.3977 | 210397.0227 | 667915.6498 | -288766.1932 | 956681.843 |
Total P&L (%) | 522.4154 | 312.0184 | 210.397 | 667.9157 | -288.7662 | 956.6818 |
Avg Daily Profit (%) | 0.3529 | 0.2108 | 0.1421 | 0.1378 | 0 | 0.1594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137709 | -115720 | -65710 | -2764298 | -2448094 | -888405 |
Profit Factor | 2.107 | 2.0423 | 2.2192 | 1.1168 | 0.9216 | 1.4708 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 41.791 | 29.4118 | 54.5455 | 41.791 | 29.4118 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.9347 | 4.9015 | 1.8494 | 1.5556 | 2.2119 | 1.2257 |
Largest Winning Trade | 195602 | 195602 | 60682 | 1504815 | 1504815 | 767747 |
Largest Losing Trade | -40763 | -40763 | -27590 | -1198165 | -1198165 | -396910 |
Avg Bars in Trades | 59 | 62 | 55 | 59 | 62 | 55 |
Avg Bars in Winners | 91 | 106 | 82 | 91 | 106 | 82 |
Avg Bars in Losers | 36 | 44 | 24 | 36 | 44 | 24 |
Bars Traded | 3985 | 2140 | 1845 | 3985 | 2140 | 1845 |
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 | -111118 | 43466 | 53476 | -224030 | -588387 | 337774 |
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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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