Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655586.8314 | 532292.3504 | 123294.481 | 471482.6348 | 180003.8774 | 291478.7574 |
Total P&L (%) | 655.5868 | 532.2924 | 123.2945 | 471.4826 | 180.0039 | 291.4788 |
Avg Daily Profit (%) | 0.3542 | 0.2876 | 0.0666 | 0.0942 | 0.0556 | 0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98786 | -107161 | -50927 | -745518 | -888746 | -430994 |
Profit Factor | 2.3251 | 3.0091 | 1.5366 | 1.1465 | 1.1039 | 1.1962 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40 | 34.2857 | 45.7143 | 40 | 34.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.4877 | 5.7675 | 1.8247 | 1.7198 | 2.1158 | 1.4205 |
Largest Winning Trade | 502791 | 502791 | 62542 | 780773 | 780773 | 366579 |
Largest Losing Trade | -41709 | -41709 | -24436 | -336468 | -336468 | -216301 |
Avg Bars in Trades | 52 | 40 | 64 | 52 | 40 | 64 |
Avg Bars in Winners | 85 | 72 | 95 | 85 | 72 | 95 |
Avg Bars in Losers | 30 | 23 | 39 | 30 | 23 | 39 |
Bars Traded | 3668 | 1404 | 2264 | 3668 | 1404 | 2264 |
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 | -88883 | 302869 | -103028 | -228117 | -229863 | -100872 |
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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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