Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524941.6824 | 415625.7778 | 109315.9046 | 322553.6296 | -53373.6628 | 375927.2924 |
Total P&L (%) | 524.9417 | 415.6258 | 109.3159 | 322.5536 | -53.3737 | 375.9273 |
Avg Daily Profit (%) | 0.2422 | 0.1918 | 0.0504 | 0.0665 | -0.0352 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96421 | -100148 | -56149 | -945253 | -1001032 | -530549 |
Profit Factor | 2.1113 | 2.6942 | 1.4815 | 1.0926 | 0.9714 | 1.2322 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 42.1875 | 40.625 | 43.75 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 2.8933 | 3.9377 | 1.9047 | 1.4973 | 1.4197 | 1.5843 |
Largest Winning Trade | 340020 | 340020 | 50076 | 545783 | 545783 | 352189 |
Largest Losing Trade | -31186 | -31186 | -30209 | -352244 | -352244 | -309937 |
Avg Bars in Trades | 94 | 75 | 112 | 94 | 75 | 112 |
Avg Bars in Winners | 146 | 122 | 167 | 146 | 122 | 167 |
Avg Bars in Losers | 56 | 43 | 69 | 56 | 43 | 69 |
Bars Traded | 6026 | 2429 | 3597 | 6026 | 2429 | 3597 |
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 | -134402 | 324450 | -125714 | -369580 | -582789 | -98477 |
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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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