Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544904.1061 | 471167.6089 | 73736.4972 | 414072.5291 | -213137.3022 | 627209.8313 |
Total P&L (%) | 544.9041 | 471.1676 | 73.7365 | 414.0725 | -213.1373 | 627.2098 |
Avg Daily Profit (%) | 0.2848 | 0.2463 | 0.0385 | 0.0856 | 0 | 0.1038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194264 | -105599 | -101016 | -1928259 | -1146868 | -925086 |
Profit Factor | 2.2564 | 3.5413 | 1.297 | 1.1257 | 0.8677 | 1.3724 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 41.8919 | 37.8378 | 45.9459 | 41.8919 | 37.8378 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.1299 | 5.8178 | 1.5259 | 1.5614 | 1.4255 | 1.6146 |
Largest Winning Trade | 295065 | 295065 | 61023 | 642145 | 460174 | 642145 |
Largest Losing Trade | -57546 | -33377 | -57546 | -549386 | -549386 | -409419 |
Avg Bars in Trades | 98 | 84 | 113 | 98 | 84 | 113 |
Avg Bars in Winners | 156 | 121 | 186 | 156 | 121 | 186 |
Avg Bars in Losers | 56 | 61 | 51 | 56 | 61 | 51 |
Bars Traded | 7294 | 3109 | 4185 | 7294 | 3109 | 4185 |
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 | -58873 | 360628 | -141814 | -231762 | -583835 | -53984 |
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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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