Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632874.671 | 514998.6929 | 117875.978 | 1516000.0652 | 858662.4951 | 657337.5702 |
Total P&L (%) | 632.8747 | 514.9987 | 117.876 | 1516.0001 | 858.6625 | 657.3376 |
Avg Daily Profit (%) | 0.3574 | 0.2908 | 0.0666 | 0.1572 | 0.1277 | 0.1144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69538 | -36943 | -73160 | -1686924 | -728515 | -961726 |
Profit Factor | 2.4958 | 4.2115 | 1.4486 | 1.43 | 1.6301 | 1.304 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 |
Ratio Avg Win / Avg Loss | 4.2785 | 7.2198 | 2.4834 | 2.4515 | 2.7945 | 2.2354 |
Largest Winning Trade | 192807 | 192807 | 78826 | 1013103 | 626971 | 1013103 |
Largest Losing Trade | -50688 | -14822 | -50688 | -447093 | -284409 | -447093 |
Avg Bars in Trades | 45 | 36 | 54 | 45 | 36 | 54 |
Avg Bars in Winners | 96 | 75 | 118 | 96 | 75 | 118 |
Avg Bars in Losers | 15 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 3463 | 1387 | 2076 | 3463 | 1387 | 2076 |
Profit Streak | 0 | 0 | 40.7154 | 0 | 0 | 40.7154 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44754 | 393357 | -106512 | -49232 | -24121 | -43209 |
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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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