Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581211.0029 | 475778.2436 | 105432.7593 | 395576.4834 | 402769.6554 | -7193.172 |
Total P&L (%) | 581.211 | 475.7782 | 105.4328 | 395.5765 | 402.7697 | -7.1932 |
Avg Daily Profit (%) | 0.3646 | 0.2985 | 0.0661 | 0.1005 | 0.1014 | -0.0047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105824 | -102957 | -124864 | -539226 | -600081 | -339118 |
Profit Factor | 2.0759 | 2.7098 | 1.4025 | 1.2226 | 1.3986 | 0.9906 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 44.5946 | 37.8378 | 51.3514 | 44.5946 | 37.8378 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.5792 | 4.4518 | 1.3287 | 1.519 | 2.2978 | 0.9385 |
Largest Winning Trade | 280810 | 280810 | 68267 | 446749 | 446749 | 156974 |
Largest Losing Trade | -52759 | -32107 | -52759 | -242523 | -242523 | -153336 |
Avg Bars in Trades | 252 | 219 | 284 | 252 | 219 | 284 |
Avg Bars in Winners | 362 | 332 | 385 | 362 | 332 | 385 |
Avg Bars in Losers | 163 | 151 | 178 | 163 | 151 | 178 |
Bars Traded | 18680 | 8139 | 10541 | 18680 | 8139 | 10541 |
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 | -57488 | 320706 | -103723 | -129015 | -60578 | -580597 |
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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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