Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607253.0271 | 463293.8231 | 143959.204 | 25192.6707 | -213951.9032 | 239144.5738 |
Total P&L (%) | 607.253 | 463.2938 | 143.9592 | 25.1927 | -213.9519 | 239.1446 |
Avg Daily Profit (%) | 0.3352 | 0.2557 | 0.0795 | 0.0124 | 0 | 0.0674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109614 | -70291 | -98031 | -1351469 | -629592 | -947062 |
Profit Factor | 2.2477 | 3.0967 | 1.5418 | 1.0094 | 0.773 | 1.1381 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 50 | 38.2353 | 61.7647 | 50 | 38.2353 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.2477 | 5.0024 | 0.9544 | 1.0094 | 1.2487 | 0.7045 |
Largest Winning Trade | 553616 | 553616 | 70130 | 600338 | 437622 | 600338 |
Largest Losing Trade | -73646 | -35244 | -73646 | -669638 | -245015 | -669638 |
Avg Bars in Trades | 103 | 78 | 129 | 103 | 78 | 129 |
Avg Bars in Winners | 145 | 101 | 172 | 145 | 101 | 172 |
Avg Bars in Losers | 62 | 64 | 60 | 62 | 64 | 60 |
Bars Traded | 7065 | 2671 | 4394 | 7065 | 2671 | 4394 |
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 | -100028 | 339177 | -85458 | -503471 | -583703 | -171663 |
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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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