Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832210.3767 | 775685.7739 | 56524.6028 | 205289.9434 | 317520.2484 | -112230.305 |
Total P&L (%) | 832.2104 | 775.6858 | 56.5246 | 205.2899 | 317.5202 | -112.2303 |
Avg Daily Profit (%) | 0.4494 | 0.4188 | 0.0305 | 0.0603 | 0.0772 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115739 | -87601 | -68858 | -573638 | -450503 | -383414 |
Profit Factor | 2.8088 | 4.0941 | 1.27 | 1.097 | 1.2768 | 0.8841 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 39.726 | 35.1351 | 44.4444 | 39.726 | 35.1351 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.2616 | 7.5583 | 1.5874 | 1.6645 | 2.3572 | 1.1052 |
Largest Winning Trade | 802256 | 802256 | 80149 | 679407 | 679407 | 235026 |
Largest Losing Trade | -41229 | -28296 | -41229 | -211111 | -196674 | -211111 |
Avg Bars in Trades | 98 | 69 | 127 | 98 | 69 | 127 |
Avg Bars in Winners | 191 | 133 | 238 | 191 | 133 | 238 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 7158 | 2559 | 4599 | 7158 | 2559 | 4599 |
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 | -64742 | 405484 | -154161 | -305388 | -94597 | -581273 |
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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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