Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612810.4227 | 500180.3581 | 112630.0646 | 773856.621 | 208089.882 | 565766.739 |
Total P&L (%) | 612.8104 | 500.1804 | 112.6301 | 773.8566 | 208.0899 | 565.7667 |
Avg Daily Profit (%) | 0.3288 | 0.2683 | 0.0604 | 0.1164 | 0.0604 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81929 | -62890 | -34498 | -827943 | -541800 | -289605 |
Profit Factor | 3.157 | 3.7228 | 2.1218 | 1.359 | 1.1468 | 1.767 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 53.9474 | 52.6316 | 55.2632 | 53.9474 | 52.6316 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.695 | 3.3505 | 1.7176 | 1.1602 | 1.0321 | 1.4304 |
Largest Winning Trade | 487734 | 487734 | 49000 | 480691 | 480691 | 328077 |
Largest Losing Trade | -56477 | -56477 | -21369 | -330753 | -330753 | -254438 |
Avg Bars in Trades | 69 | 55 | 83 | 69 | 55 | 83 |
Avg Bars in Winners | 97 | 76 | 117 | 97 | 76 | 117 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 5252 | 2094 | 3158 | 5252 | 2094 | 3158 |
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 | -38094 | 570035 | -107510 | -90060 | -171006 | -53780 |
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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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