Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756198.1409 | 620192.1484 | 136005.9925 | 989186.6271 | -220417.7338 | 1209604.3609 |
Total P&L (%) | 756.1981 | 620.1921 | 136.006 | 989.1866 | -220.4177 | 1209.6044 |
Avg Daily Profit (%) | 0.4095 | 0.3359 | 0.0737 | 0.1294 | 0 | 0.1394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126669 | -90337 | -55556 | -1603886 | -1103783 | -868807 |
Profit Factor | 2.5992 | 3.3016 | 1.6687 | 1.1873 | 0.93 | 1.5676 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 38.0282 | 33.3333 | 42.8571 | 38.0282 | 33.3333 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.2358 | 6.6032 | 2.2249 | 1.9349 | 1.8601 | 2.0901 |
Largest Winning Trade | 532396 | 532396 | 65698 | 745045 | 745045 | 672027 |
Largest Losing Trade | -33091 | -29971 | -33091 | -631740 | -391584 | -631740 |
Avg Bars in Trades | 100 | 84 | 117 | 100 | 84 | 117 |
Avg Bars in Winners | 186 | 165 | 203 | 186 | 165 | 203 |
Avg Bars in Losers | 48 | 43 | 53 | 48 | 43 | 53 |
Bars Traded | 7159 | 3034 | 4125 | 7159 | 3034 | 4125 |
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 | -81148 | 324992 | -94224 | -129155 | -584483 | -6474 |
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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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