Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691487.4217 | 602632.4067 | 88855.015 | 343124.9814 | 447605.7256 | -104480.7443 |
Total P&L (%) | 691.4874 | 602.6324 | 88.855 | 343.125 | 447.6057 | -104.4807 |
Avg Daily Profit (%) | 0.2869 | 0.2501 | 0.0369 | 0.0618 | 0.0706 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117741 | -80327 | -182245 | -493308 | -436264 | -717520 |
Profit Factor | 2.1312 | 2.7857 | 1.3245 | 1.1475 | 1.3709 | 0.9067 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 45.3125 | 40.625 | 50 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 2.5722 | 4.0714 | 1.3245 | 1.3849 | 2.0036 | 0.9067 |
Largest Winning Trade | 298760 | 298760 | 64042 | 399845 | 399845 | 289550 |
Largest Losing Trade | -59819 | -42722 | -59819 | -320393 | -224308 | -320393 |
Avg Bars in Trades | 71 | 80 | 62 | 71 | 80 | 62 |
Avg Bars in Winners | 103 | 116 | 92 | 103 | 116 | 92 |
Avg Bars in Losers | 44 | 55 | 32 | 44 | 55 | 32 |
Bars Traded | 4568 | 2572 | 1996 | 4568 | 2572 | 1996 |
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 | -132766 | 363739 | -143446 | -314314 | -100749 | -580810 |
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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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