Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1079968.8627 | 972651.6276 | 107317.2351 | 283834.1306 | -335151.6274 | 618985.758 |
Total P&L (%) | 1079.9689 | 972.6516 | 107.3172 | 283.8341 | -335.1516 | 618.9858 |
Avg Daily Profit (%) | 0.4594 | 0.4137 | 0.0457 | 0.0572 | 0 | 0.0839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114346 | -98649 | -139511 | -881378 | -860936 | -321013 |
Profit Factor | 2.82 | 4.1371 | 1.3788 | 1.1394 | 0.7474 | 1.872 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 42.2535 | 36.1111 | 48.5714 | 42.2535 | 36.1111 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.8541 | 7.3194 | 1.4599 | 1.5571 | 1.3223 | 1.9821 |
Largest Winning Trade | 924397 | 924397 | 64410 | 334832 | 334832 | 325653 |
Largest Losing Trade | -68771 | -32313 | -68771 | -231151 | -231151 | -109772 |
Avg Bars in Trades | 195 | 168 | 223 | 195 | 168 | 223 |
Avg Bars in Winners | 318 | 295 | 335 | 318 | 295 | 335 |
Avg Bars in Losers | 105 | 96 | 117 | 105 | 96 | 117 |
Bars Traded | 13883 | 6072 | 7812 | 13883 | 6072 | 7812 |
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 | -78652 | 418444 | -131938 | -276907 | -584514 | -77469 |
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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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