Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758259.4023 | 812805.5998 | -54546.1975 | -89614.9568 | -40515.0787 | -49099.8781 |
Total P&L (%) | 758.2594 | 812.8056 | -54.5462 | -89.615 | -40.5151 | -49.0999 |
Avg Daily Profit (%) | 0.322 | 0.3452 | -0.0232 | -0.0961 | -0.0221 | -0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230154 | -63429 | -229778 | -70121 | -11547 | -49542 |
Profit Factor | 2.197 | 3.8584 | 0.8438 | 0.3344 | 0.3288 | 0.3391 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 34.9206 | 31.25 | 38.7097 | 34.9206 | 31.25 | 38.7097 |
Ratio Avg Win / Avg Loss | 4.0944 | 8.4885 | 1.336 | 0.6233 | 0.7233 | 0.5368 |
Largest Winning Trade | 906194 | 906194 | 59755 | 8253 | 8253 | 8054 |
Largest Losing Trade | -92075 | -30369 | -92075 | -43292 | -28967 | -43292 |
Avg Bars in Trades | 103 | 86 | 121 | 103 | 86 | 121 |
Avg Bars in Winners | 185 | 152 | 213 | 185 | 152 | 213 |
Avg Bars in Losers | 59 | 55 | 63 | 59 | 55 | 63 |
Bars Traded | 6509 | 2753 | 3756 | 6509 | 2753 | 3756 |
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 | -143880 | 320847 | -583541 | -737919 | -588102 | -585208 |
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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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