Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752902.5942 | 682172.264 | 70730.3302 | 92264.9241 | 247331.7156 | -155066.7914 |
Total P&L (%) | 752.9026 | 682.1723 | 70.7303 | 92.2649 | 247.3317 | -155.0668 |
Avg Daily Profit (%) | 0.4051 | 0.367 | 0.0381 | 0.0352 | 0.067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144617 | -109518 | -70685 | -884552 | -656113 | -487450 |
Profit Factor | 2.3555 | 3.2822 | 1.2757 | 1.0408 | 1.2118 | 0.8579 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 39.6825 | 31.25 | 48.3871 | 39.6825 | 31.25 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.5804 | 7.2209 | 1.3608 | 1.5821 | 2.6659 | 0.9151 |
Largest Winning Trade | 677575 | 677575 | 65603 | 848494 | 848494 | 219411 |
Largest Losing Trade | -70648 | -42960 | -70648 | -487450 | -310100 | -487450 |
Avg Bars in Trades | 85 | 71 | 99 | 85 | 71 | 99 |
Avg Bars in Winners | 145 | 134 | 153 | 145 | 134 | 153 |
Avg Bars in Losers | 45 | 42 | 49 | 45 | 42 | 49 |
Bars Traded | 5366 | 2279 | 3087 | 5366 | 2279 | 3087 |
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 | -141013 | 302972 | -142799 | -475679 | -110125 | -581445 |
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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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