Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778720.9632 | 701386.0141 | 77334.9491 | -18173.7319 | 427892.9344 | -446066.6664 |
Total P&L (%) | 778.721 | 701.386 | 77.3349 | -18.1737 | 427.8929 | -446.0667 |
Avg Daily Profit (%) | 0.4178 | 0.3763 | 0.0415 | -0.0108 | 0.0893 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169400 | -108333 | -91924 | -1041947 | -553750 | -572159 |
Profit Factor | 2.3802 | 3.189 | 1.3172 | 0.9878 | 1.5761 | 0.4025 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 43.4783 | 31.4286 | 55.8824 | 43.4783 | 31.4286 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.0943 | 6.9579 | 1.0399 | 1.2841 | 3.4388 | 0.3177 |
Largest Winning Trade | 674861 | 674861 | 65642 | 924540 | 924540 | 67076 |
Largest Losing Trade | -91924 | -42068 | -91924 | -572159 | -451991 | -572159 |
Avg Bars in Trades | 155 | 133 | 179 | 155 | 133 | 179 |
Avg Bars in Winners | 250 | 249 | 250 | 250 | 249 | 250 |
Avg Bars in Losers | 83 | 80 | 88 | 83 | 80 | 88 |
Bars Traded | 10749 | 4661 | 6088 | 10749 | 4661 | 6088 |
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 | -94380 | 302665 | -136553 | -687925 | -78095 | -580032 |
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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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