Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520617.87 | 458337.9045 | 62279.9655 | 160404.2939 | 872032.2666 | -711627.9727 |
Total P&L (%) | 520.6179 | 458.3379 | 62.28 | 160.4043 | 872.0323 | -711.628 |
Avg Daily Profit (%) | 0.2929 | 0.2579 | 0.035 | 0.0539 | 0.128 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202808 | -73494 | -129314 | -1616551 | -439281 | -1234927 |
Profit Factor | 2.0822 | 2.9651 | 1.2513 | 1.0534 | 1.7452 | 0.6124 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 36.3636 | 46.875 | 41.5385 | 36.3636 | 46.875 |
Ratio Avg Win / Avg Loss | 2.9305 | 5.189 | 1.4181 | 1.4825 | 3.0541 | 0.694 |
Largest Winning Trade | 229016 | 229016 | 77837 | 1062433 | 1062433 | 268498 |
Largest Losing Trade | -73391 | -38045 | -73391 | -932462 | -417807 | -932462 |
Avg Bars in Trades | 105 | 82 | 129 | 105 | 82 | 129 |
Avg Bars in Winners | 177 | 144 | 204 | 177 | 144 | 204 |
Avg Bars in Losers | 54 | 46 | 63 | 54 | 46 | 63 |
Bars Traded | 6852 | 2714 | 4138 | 6852 | 2714 | 4138 |
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 | -126777 | 304216 | -148065 | -422392 | -23706 | -582025 |
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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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