Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780538.6105 | 752566.5747 | 27972.0358 | -17661.6772 | 106620.5341 | -124282.2113 |
Total P&L (%) | 780.5386 | 752.5666 | 27.972 | -17.6617 | 106.6205 | -124.2822 |
Avg Daily Profit (%) | 0.326 | 0.3144 | 0.0117 | -0.0081 | 0.0303 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151859 | -109456 | -135423 | -564744 | -379279 | -314432 |
Profit Factor | 2.048 | 3.1336 | 1.0713 | 0.9905 | 1.1208 | 0.8728 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40.8451 | 36.1111 | 45.7143 | 40.8451 | 36.1111 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.9661 | 5.544 | 1.2722 | 1.4345 | 1.9829 | 1.0364 |
Largest Winning Trade | 696627 | 696627 | 60337 | 465991 | 465991 | 205879 |
Largest Losing Trade | -44330 | -28325 | -44330 | -187381 | -110864 | -187381 |
Avg Bars in Trades | 64 | 47 | 82 | 64 | 47 | 82 |
Avg Bars in Winners | 107 | 91 | 119 | 107 | 91 | 119 |
Avg Bars in Losers | 35 | 22 | 50 | 35 | 22 | 50 |
Bars Traded | 4575 | 1695 | 2880 | 4575 | 1695 | 2880 |
Profit Streak | 0 | 0 | 27.7926 | 0 | 0 | 27.7926 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81829 | 345587 | -323227 | -673949 | -244375 | -579776 |
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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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