Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668529.7949 | 538865.2193 | 129664.5756 | 962607.002 | 1095236.0732 | -132629.0712 |
Total P&L (%) | 668.5298 | 538.8652 | 129.6646 | 962.607 | 1095.2361 | -132.6291 |
Avg Daily Profit (%) | 0.417 | 0.3361 | 0.0809 | 0.1475 | 0.1549 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109868 | -84063 | -62896 | -1195889 | -868045 | -727629 |
Profit Factor | 2.3546 | 2.8996 | 1.6179 | 1.2869 | 1.5844 | 0.9105 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 44.9275 | 34.2857 | 55.8824 | 44.9275 | 34.2857 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.8863 | 5.5576 | 1.2773 | 1.5774 | 3.0368 | 0.7188 |
Largest Winning Trade | 273640 | 273640 | 70715 | 1257748 | 1257748 | 327835 |
Largest Losing Trade | -52226 | -23558 | -52226 | -411776 | -289467 | -411776 |
Avg Bars in Trades | 131 | 111 | 152 | 131 | 111 | 152 |
Avg Bars in Winners | 201 | 204 | 199 | 201 | 204 | 199 |
Avg Bars in Losers | 75 | 62 | 94 | 75 | 62 | 94 |
Bars Traded | 9095 | 3895 | 5200 | 9095 | 3895 | 5200 |
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 | -93873 | 310192 | -82279 | -102846 | 160705 | -580032 |
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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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