Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437062.323 | 429053.605 | 8008.718 | 58655.084 | 537556.6475 | -478901.5635 |
Total P&L (%) | 437.0623 | 429.0536 | 8.0087 | 58.6551 | 537.5566 | -478.9016 |
Avg Daily Profit (%) | 0.1749 | 0.1717 | 0.0032 | 0.0185 | 0.0742 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192053 | -121929 | -95438 | -2528727 | -1408329 | -1124379 |
Profit Factor | 1.7966 | 2.6757 | 1.0274 | 1.0131 | 1.2563 | 0.7981 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.0704 | 42.8571 | 47.2222 | 45.0704 | 42.8571 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.1897 | 3.5676 | 1.1482 | 1.2347 | 1.675 | 0.892 |
Largest Winning Trade | 399445 | 399445 | 52285 | 922478 | 922478 | 507922 |
Largest Losing Trade | -42463 | -37208 | -42463 | -1111097 | -481378 | -1111097 |
Avg Bars in Trades | 202 | 257 | 149 | 202 | 257 | 149 |
Avg Bars in Winners | 327 | 422 | 244 | 327 | 422 | 244 |
Avg Bars in Losers | 100 | 133 | 65 | 100 | 133 | 65 |
Bars Traded | 14400 | 9009 | 5391 | 14400 | 9009 | 5391 |
Profit Streak | 0 | 206.9322 | 0 | 0 | 206.9322 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82380 | 384180 | -545811 | -468223 | -94405 | -581860 |
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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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