Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967446.9412 | 899426.633 | 68020.3082 | 174662.5358 | -326684.8179 | 501347.3536 |
Total P&L (%) | 967.4469 | 899.4266 | 68.0203 | 174.6625 | -326.6848 | 501.3474 |
Avg Daily Profit (%) | 0.5009 | 0.4657 | 0.0352 | 0.0523 | 0 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174050 | -82764 | -107041 | -690806 | -623075 | -270879 |
Profit Factor | 2.3231 | 3.2431 | 1.206 | 1.0742 | 0.784 | 1.5967 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 49.3506 | 38.4615 | 60.5263 | 49.3506 | 38.4615 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.3842 | 5.189 | 0.7865 | 1.1025 | 1.2544 | 1.0413 |
Largest Winning Trade | 756311 | 756311 | 46716 | 261117 | 261117 | 225209 |
Largest Losing Trade | -53847 | -44497 | -53847 | -323373 | -323373 | -197029 |
Avg Bars in Trades | 72 | 80 | 64 | 72 | 80 | 64 |
Avg Bars in Winners | 90 | 107 | 78 | 90 | 107 | 78 |
Avg Bars in Losers | 55 | 62 | 43 | 55 | 62 | 43 |
Bars Traded | 5589 | 3125 | 2464 | 5589 | 3125 | 2464 |
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 | -31496 | 433490 | -146759 | -308418 | -583577 | -65204 |
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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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