Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667626.3546 | 592246.0274 | 75380.3273 | 396650.32 | -61334.9135 | 457985.2336 |
Total P&L (%) | 667.6264 | 592.246 | 75.3803 | 396.6503 | -61.3349 | 457.9852 |
Avg Daily Profit (%) | 0.3582 | 0.3177 | 0.0404 | 0.086 | -0.051 | 0.0923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103170 | -70623 | -58346 | -1259259 | -941323 | -785957 |
Profit Factor | 2.8528 | 4.2316 | 1.4257 | 1.0937 | 0.9702 | 1.2103 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 41.9355 | 38.7097 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.9501 | 6.7001 | 1.7313 | 1.5143 | 1.5361 | 1.4696 |
Largest Winning Trade | 594695 | 594695 | 51577 | 594695 | 594695 | 575948 |
Largest Losing Trade | -41755 | -41755 | -38193 | -590926 | -315254 | -590926 |
Avg Bars in Trades | 85 | 65 | 105 | 85 | 65 | 105 |
Avg Bars in Winners | 150 | 117 | 179 | 150 | 117 | 179 |
Avg Bars in Losers | 37 | 32 | 43 | 37 | 32 | 43 |
Bars Traded | 5280 | 2024 | 3256 | 5280 | 2024 | 3256 |
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 | -147078 | 426413 | -138844 | -356380 | -582430 | -72163 |
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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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