Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922514.0413 | 829513.9332 | 93000.1081 | 440346.6608 | -7664.5301 | 448011.1909 |
Total P&L (%) | 922.514 | 829.5139 | 93.0001 | 440.3467 | -7.6645 | 448.0112 |
Avg Daily Profit (%) | 0.3806 | 0.3423 | 0.0384 | 0.0696 | -0.0033 | 0.0702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108435 | -53952 | -135422 | -943189 | -541206 | -401982 |
Profit Factor | 2.7979 | 4.1808 | 1.3686 | 1.2204 | 0.9923 | 1.4449 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 33.3333 | 31.0345 | 35.7143 | 33.3333 | 31.0345 | 35.7143 |
Ratio Avg Win / Avg Loss | 5.5958 | 9.2907 | 2.4635 | 2.4408 | 2.205 | 2.6008 |
Largest Winning Trade | 705212 | 705212 | 63056 | 406269 | 260660 | 406269 |
Largest Losing Trade | -39314 | -28856 | -39314 | -225504 | -225504 | -215049 |
Avg Bars in Trades | 121 | 98 | 145 | 121 | 98 | 145 |
Avg Bars in Winners | 265 | 206 | 317 | 265 | 206 | 317 |
Avg Bars in Losers | 50 | 50 | 49 | 50 | 50 | 49 |
Bars Traded | 6945 | 2868 | 4077 | 6945 | 2868 | 4077 |
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 | -171337 | 324620 | -166640 | -285515 | -585430 | -123719 |
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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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