Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458506.5292 | 296907.3727 | 161599.1566 | 954693.0099 | -113170.7384 | 1067863.7483 |
Total P&L (%) | 458.5065 | 296.9074 | 161.5992 | 954.693 | -113.1707 | 1067.8637 |
Avg Daily Profit (%) | 0.3373 | 0.2184 | 0.1189 | 0.1734 | 0 | 0.1809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109499 | -100388 | -28040 | -1607239 | -1749786 | -382010 |
Profit Factor | 2.2245 | 2.2385 | 2.1996 | 1.2539 | 0.9557 | 1.8839 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 42.6667 | 40.5405 | 44.7368 | 42.6667 | 40.5405 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.9892 | 3.2831 | 2.7172 | 1.6849 | 1.4016 | 2.3272 |
Largest Winning Trade | 162466 | 162466 | 46417 | 513470 | 454095 | 513470 |
Largest Losing Trade | -31080 | -31080 | -23476 | -408748 | -408748 | -193449 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 55 | 57 | 53 | 55 | 57 | 53 |
Avg Bars in Losers | 16 | 22 | 11 | 16 | 22 | 11 |
Bars Traded | 2498 | 1345 | 1153 | 2498 | 1345 | 1153 |
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 | -51101 | 301162 | -32165 | -55405 | -582784 | 339025 |
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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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