Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708939.8829 | 625761.5311 | 83178.3518 | 243678.5199 | -456880.3227 | 700558.8426 |
Total P&L (%) | 708.9399 | 625.7615 | 83.1784 | 243.6785 | -456.8803 | 700.5588 |
Avg Daily Profit (%) | 0.3645 | 0.3217 | 0.0428 | 0.0635 | 0 | 0.107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116092 | -84884 | -55253 | -963610 | -736443 | -286698 |
Profit Factor | 2.2356 | 2.8549 | 1.3519 | 1.0958 | 0.7372 | 1.8699 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 39.0625 | 34.375 | 43.75 | 39.0625 | 34.375 | 43.75 |
Ratio Avg Win / Avg Loss | 3.4876 | 5.4503 | 1.7381 | 1.7094 | 1.4074 | 2.4042 |
Largest Winning Trade | 507483 | 507483 | 55485 | 389010 | 389010 | 376683 |
Largest Losing Trade | -56165 | -31736 | -56165 | -385111 | -385111 | -135382 |
Avg Bars in Trades | 57 | 63 | 50 | 57 | 63 | 50 |
Avg Bars in Winners | 89 | 98 | 82 | 89 | 98 | 82 |
Avg Bars in Losers | 36 | 45 | 26 | 36 | 45 | 26 |
Bars Traded | 3670 | 2039 | 1631 | 3670 | 2039 | 1631 |
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 | -134332 | 303098 | -136737 | -370229 | -585220 | -48629 |
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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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