Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726307.7771 | 654728.2814 | 71579.4956 | 77296.1266 | 186778.4257 | -109482.2991 |
Total P&L (%) | 726.3078 | 654.7283 | 71.5795 | 77.2961 | 186.7784 | -109.4823 |
Avg Daily Profit (%) | 0.4556 | 0.4107 | 0.0449 | 0.0359 | 0.0661 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132516 | -123784 | -79035 | -503821 | -424084 | -306088 |
Profit Factor | 2.2374 | 2.7624 | 1.3322 | 1.0424 | 1.1747 | 0.8544 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 46.7742 | 35.4839 | 58.0645 | 46.7742 | 35.4839 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.546 | 5.0226 | 0.9621 | 1.1862 | 2.1358 | 0.6171 |
Largest Winning Trade | 464666 | 464666 | 56327 | 480130 | 480130 | 131553 |
Largest Losing Trade | -65789 | -43300 | -65789 | -280870 | -144625 | -280870 |
Avg Bars in Trades | 150 | 167 | 133 | 150 | 167 | 133 |
Avg Bars in Winners | 183 | 214 | 164 | 183 | 214 | 164 |
Avg Bars in Losers | 120 | 141 | 90 | 120 | 141 | 90 |
Bars Traded | 9308 | 5178 | 4130 | 9308 | 5178 | 4130 |
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 | -145273 | 339302 | -133319 | -478498 | -137628 | -579772 |
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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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