Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730704.3832 | 768850.9137 | -38146.5305 | -37187.0025 | 339994.7046 | -377181.7071 |
Total P&L (%) | 730.7044 | 768.8509 | -38.1465 | -37.187 | 339.9947 | -377.1817 |
Avg Daily Profit (%) | 0.3921 | 0.4125 | -0.0205 | -0.0249 | 0.0795 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258784 | -216896 | -59652 | -2227526 | -1976609 | -439035 |
Profit Factor | 2.5044 | 2.9763 | 0.6054 | 0.9871 | 1.1477 | 0.3446 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 34.9206 | 32.2581 | 37.5 | 34.9206 | 32.2581 | 37.5 |
Ratio Avg Win / Avg Loss | 4.6674 | 6.2502 | 1.0089 | 1.8396 | 2.4101 | 0.5743 |
Largest Winning Trade | 775384 | 775384 | 13031 | 1565406 | 1565406 | 83031 |
Largest Losing Trade | -41267 | -41267 | -16659 | -588499 | -588499 | -143564 |
Avg Bars in Trades | 329 | 635 | 32 | 329 | 635 | 32 |
Avg Bars in Winners | 560 | 1201 | 26 | 560 | 1201 | 26 |
Avg Bars in Losers | 204 | 366 | 35 | 204 | 366 | 35 |
Bars Traded | 20731 | 19707 | 1024 | 20731 | 19707 | 1024 |
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 | -142688 | 309560 | -584004 | -735141 | -150685 | -585671 |
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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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