Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666362.0504 | 498462.4036 | 167899.6469 | 1193303.8778 | 1684839.8793 | -491536.0016 |
Total P&L (%) | 666.3621 | 498.4624 | 167.8996 | 1193.3039 | 1684.8399 | -491.536 |
Avg Daily Profit (%) | 0.4482 | 0.3353 | 0.1129 | 0.1723 | 0.194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75660 | -44028 | -95684 | -1574119 | -869013 | -2587980 |
Profit Factor | 2.621 | 4.8097 | 1.5991 | 1.1484 | 1.7532 | 0.9153 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 37.3134 | 32.3529 | 42.4242 | 37.3134 | 32.3529 | 42.4242 |
Ratio Avg Win / Avg Loss | 4.4033 | 10.0566 | 2.1702 | 1.9293 | 3.6658 | 1.2422 |
Largest Winning Trade | 406502 | 406502 | 79393 | 1242569 | 1242569 | 1070761 |
Largest Losing Trade | -36717 | -17079 | -36717 | -815129 | -299116 | -815129 |
Avg Bars in Trades | 250 | 64 | 442 | 250 | 64 | 442 |
Avg Bars in Winners | 538 | 131 | 858 | 538 | 131 | 858 |
Avg Bars in Losers | 78 | 32 | 135 | 78 | 32 | 135 |
Bars Traded | 16782 | 2192 | 14590 | 16782 | 2192 | 14590 |
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 | -111053 | 343895 | -42179 | -174566 | 159504 | -582082 |
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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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