Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802211.1303 | 709174.1032 | 93037.0271 | 208994.6304 | -31188.0467 | 240182.6771 |
Total P&L (%) | 802.2111 | 709.1741 | 93.037 | 208.9946 | -31.188 | 240.1827 |
Avg Daily Profit (%) | 0.3408 | 0.3013 | 0.0395 | 0.0479 | -0.0159 | 0.052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254623 | -68103 | -214339 | -96196 | -80591 | -58057 |
Profit Factor | 2.443 | 3.8767 | 1.3007 | 1.5875 | 0.8587 | 2.7794 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 47.4576 | 46.6667 | 48.2759 | 47.4576 | 46.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.7048 | 4.4305 | 1.3936 | 1.7576 | 0.9814 | 2.9779 |
Largest Winning Trade | 664143 | 664143 | 65149 | 134714 | 59928 | 134714 |
Largest Losing Trade | -68293 | -35018 | -68293 | -47565 | -47565 | -29838 |
Avg Bars in Trades | 117 | 89 | 147 | 117 | 89 | 147 |
Avg Bars in Winners | 166 | 117 | 214 | 166 | 117 | 214 |
Avg Bars in Losers | 73 | 64 | 84 | 73 | 64 | 84 |
Bars Traded | 6937 | 2673 | 4264 | 6937 | 2673 | 4264 |
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 | -166592 | 523101 | -140746 | -306428 | -582121 | -118863 |
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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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