Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056332.2422 | 957100.1457 | 99232.0965 | -14489.2548 | -75205.8021 | 60716.5473 |
Total P&L (%) | 1056.3322 | 957.1001 | 99.2321 | -14.4893 | -75.2058 | 60.7165 |
Avg Daily Profit (%) | 0.4484 | 0.4063 | 0.0421 | -0.0066 | -0.0592 | 0.0201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194657 | -73328 | -209790 | -128540 | -64805 | -99736 |
Profit Factor | 2.6879 | 4.0319 | 1.32 | 0.9549 | 0.5677 | 1.4113 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 42.4658 | 35.1351 | 50 | 42.4658 | 35.1351 | 50 |
Ratio Avg Win / Avg Loss | 3.6417 | 7.4435 | 1.32 | 1.2938 | 1.0481 | 1.4113 |
Largest Winning Trade | 918298 | 918298 | 59899 | 58376 | 31374 | 58376 |
Largest Losing Trade | -94196 | -30987 | -94196 | -72747 | -32990 | -72747 |
Avg Bars in Trades | 95 | 77 | 112 | 95 | 77 | 112 |
Avg Bars in Winners | 156 | 134 | 172 | 156 | 134 | 172 |
Avg Bars in Losers | 49 | 47 | 53 | 49 | 47 | 53 |
Bars Traded | 6946 | 2884 | 4062 | 6946 | 2884 | 4062 |
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 | -63918 | 399983 | -136435 | -658318 | -584886 | -165804 |
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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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