Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538935.3027 | 512473.3988 | 26461.9038 | 80944.0907 | 158458.641 | -77514.5503 |
Total P&L (%) | 538.9353 | 512.4734 | 26.4619 | 80.9441 | 158.4586 | -77.5146 |
Avg Daily Profit (%) | 0.2886 | 0.2744 | 0.0142 | 0.0318 | 0.0509 | -0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157619 | -85176 | -105294 | -497254 | -390197 | -281966 |
Profit Factor | 1.9965 | 2.7035 | 1.1103 | 1.0473 | 1.165 | 0.8966 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.1558 | 46.1538 | 42.1053 | 44.1558 | 46.1538 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.525 | 3.1541 | 1.5266 | 1.3246 | 1.3592 | 1.2328 |
Largest Winning Trade | 502767 | 502767 | 58109 | 428428 | 428428 | 136168 |
Largest Losing Trade | -54463 | -54463 | -41524 | -213285 | -163585 | -213285 |
Avg Bars in Trades | 94 | 83 | 106 | 94 | 83 | 106 |
Avg Bars in Winners | 143 | 125 | 162 | 143 | 125 | 162 |
Avg Bars in Losers | 56 | 46 | 65 | 56 | 46 | 65 |
Bars Traded | 7290 | 3242 | 4048 | 7290 | 3242 | 4048 |
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 | -35961 | 444837 | -278521 | -367467 | -165486 | -582168 |
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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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