Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426993.2018 | 328978.4887 | 98014.7131 | 31682.9828 | 509345.9622 | -477662.9794 |
Total P&L (%) | 426.9932 | 328.9785 | 98.0147 | 31.683 | 509.346 | -477.663 |
Avg Daily Profit (%) | 0.2445 | 0.1884 | 0.0561 | 0.0158 | 0.1035 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105259 | -61486 | -111670 | -804916 | -298447 | -844714 |
Profit Factor | 1.81 | 2.6398 | 1.3002 | 1.0126 | 1.6203 | 0.7167 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 40.625 | 48.3871 | 44.4444 | 40.625 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.2625 | 3.8581 | 1.3869 | 1.2658 | 2.3681 | 0.7645 |
Largest Winning Trade | 252993 | 252993 | 69886 | 404524 | 404524 | 150613 |
Largest Losing Trade | -78412 | -24907 | -78412 | -725606 | -109161 | -725606 |
Avg Bars in Trades | 54 | 35 | 73 | 54 | 35 | 73 |
Avg Bars in Winners | 70 | 39 | 97 | 70 | 39 | 97 |
Avg Bars in Losers | 40 | 32 | 50 | 40 | 32 | 50 |
Bars Traded | 3409 | 1142 | 2267 | 3409 | 1142 | 2267 |
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 | -142003 | 319617 | -118560 | -534820 | -54960 | -581445 |
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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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