Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742629.3734 | 610542.5708 | 132086.8025 | 1357129.894 | -28009.3264 | 1385139.2204 |
Total P&L (%) | 742.6294 | 610.5426 | 132.0868 | 1357.1299 | -28.0093 | 1385.1392 |
Avg Daily Profit (%) | 0.308 | 0.2532 | 0.0548 | 0.1112 | -0.0136 | 0.112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100477 | -61624 | -116158 | -1012527 | -1188361 | -574802 |
Profit Factor | 2.4263 | 3.3436 | 1.5077 | 1.2974 | 0.9898 | 1.7647 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.1452 | 6.0794 | 1.4135 | 1.6819 | 1.7997 | 1.6544 |
Largest Winning Trade | 320173 | 320173 | 69551 | 723679 | 595607 | 723679 |
Largest Losing Trade | -37901 | -37901 | -36960 | -641510 | -641510 | -470361 |
Avg Bars in Trades | 113 | 95 | 131 | 113 | 95 | 131 |
Avg Bars in Winners | 179 | 164 | 189 | 179 | 164 | 189 |
Avg Bars in Losers | 62 | 57 | 69 | 62 | 57 | 69 |
Bars Traded | 7038 | 2970 | 4068 | 7038 | 2970 | 4068 |
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 | -147702 | 331229 | -118237 | -204256 | -583685 | -39581 |
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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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