Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919050.8693 | 861182.4649 | 57868.4044 | 15585.0587 | -102237.7923 | 117822.851 |
Total P&L (%) | 919.0509 | 861.1825 | 57.8684 | 15.5851 | -102.2378 | 117.8229 |
Avg Daily Profit (%) | 0.3909 | 0.3663 | 0.0246 | 0.0062 | 0 | 0.0331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173098 | -77947 | -181071 | -140713 | -154029 | -92600 |
Profit Factor | 2.3407 | 3.5858 | 1.1642 | 1.025 | 0.7106 | 1.4348 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 42.6667 | 34.2105 | 51.3514 | 42.6667 | 34.2105 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.1454 | 6.8957 | 1.1029 | 1.3773 | 1.3666 | 1.3593 |
Largest Winning Trade | 835492 | 835492 | 69699 | 73970 | 60657 | 73970 |
Largest Losing Trade | -80375 | -27467 | -80375 | -60266 | -55305 | -60266 |
Avg Bars in Trades | 185 | 157 | 214 | 185 | 157 | 214 |
Avg Bars in Winners | 292 | 263 | 312 | 292 | 263 | 312 |
Avg Bars in Losers | 105 | 101 | 110 | 105 | 101 | 110 |
Bars Traded | 13900 | 5966 | 7933 | 13900 | 5966 | 7933 |
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 | -50001 | 363235 | -200525 | -451619 | -585238 | -147555 |
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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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