Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567481.1472 | 461433.4054 | 106047.7418 | 314042.0565 | -68736.7508 | 382778.8073 |
Total P&L (%) | 567.4811 | 461.4334 | 106.0477 | 314.0421 | -68.7368 | 382.7788 |
Avg Daily Profit (%) | 0.2933 | 0.2385 | 0.0548 | 0.0735 | -0.0601 | 0.0814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152627 | -87956 | -129528 | -284952 | -274734 | -99361 |
Profit Factor | 2.1601 | 2.7153 | 1.4817 | 1.3247 | 0.8867 | 2.0615 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 41.1765 | 38.2353 | 44.1176 | 41.1765 | 38.2353 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.0858 | 4.3862 | 1.8768 | 1.8925 | 1.4323 | 2.6112 |
Largest Winning Trade | 384336 | 384336 | 55159 | 144168 | 140783 | 144168 |
Largest Losing Trade | -58007 | -35352 | -58007 | -87345 | -87345 | -62675 |
Avg Bars in Trades | 53 | 40 | 66 | 53 | 40 | 66 |
Avg Bars in Winners | 88 | 63 | 110 | 88 | 63 | 110 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 3630 | 1362 | 2268 | 3630 | 1362 | 2268 |
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 | -104264 | 307371 | -119732 | -210731 | -583703 | -82662 |
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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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