Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749075.2834 | 644559.5165 | 104515.7669 | 660762.1707 | -34116.1515 | 694878.3222 |
Total P&L (%) | 749.0753 | 644.5595 | 104.5158 | 660.7622 | -34.1162 | 694.8783 |
Avg Daily Profit (%) | 0.3999 | 0.3441 | 0.0558 | 0.1084 | -0.0223 | 0.1107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73620 | -90548 | -49511 | -750221 | -732199 | -231682 |
Profit Factor | 2.2995 | 2.9228 | 1.4333 | 1.1563 | 0.9865 | 1.4107 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 34.8214 | 25 | 44.6429 | 34.8214 | 25 | 44.6429 |
Ratio Avg Win / Avg Loss | 4.3041 | 8.7685 | 1.7772 | 2.1644 | 2.9596 | 1.7492 |
Largest Winning Trade | 582079 | 582079 | 48029 | 657161 | 657161 | 268461 |
Largest Losing Trade | -34031 | -34031 | -20432 | -168644 | -168644 | -157813 |
Avg Bars in Trades | 65 | 57 | 73 | 65 | 57 | 73 |
Avg Bars in Winners | 132 | 144 | 126 | 132 | 144 | 126 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 7377 | 3240 | 4137 | 7377 | 3240 | 4137 |
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 | 306687 | -195297 | -298543 | -100959 | -788148 | -225022 |
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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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