Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588004.0399 | 472826.2021 | 115177.8378 | 874265.1574 | 963937.3797 | -89672.2223 |
Total P&L (%) | 588.004 | 472.8262 | 115.1778 | 874.2652 | 963.9374 | -89.6722 |
Avg Daily Profit (%) | 0.2499 | 0.2009 | 0.0489 | 0.0968 | 0.1005 | -0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128472 | -99038 | -42667 | -4307976 | -3447090 | -1250831 |
Profit Factor | 2.4496 | 2.5506 | 2.1436 | 1.0804 | 1.1172 | 0.9661 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 50.7246 | 41.1765 | 60 | 50.7246 | 41.1765 | 60 |
Ratio Avg Win / Avg Loss | 2.3796 | 3.6437 | 1.4291 | 1.0495 | 1.596 | 0.6441 |
Largest Winning Trade | 364587 | 364587 | 30374 | 3288333 | 3288333 | 586794 |
Largest Losing Trade | -34645 | -34645 | -22903 | -1573170 | -1573170 | -654069 |
Avg Bars in Trades | 188 | 352 | 28 | 188 | 352 | 28 |
Avg Bars in Winners | 245 | 567 | 30 | 245 | 567 | 30 |
Avg Bars in Losers | 129 | 202 | 24 | 129 | 202 | 24 |
Bars Traded | 12975 | 11993 | 982 | 12975 | 11993 | 982 |
Profit Streak | 0 | 168.8865 | 0 | 0 | 168.8865 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92774 | 346462 | -123014 | -301332 | -151739 | -579213 |
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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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