Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625211.6935 | 459786.7692 | 165424.9242 | 868096.5032 | -627777.5424 | 1495874.0455 |
Total P&L (%) | 625.2117 | 459.7868 | 165.4249 | 868.0965 | -627.7775 | 1495.874 |
Avg Daily Profit (%) | 0.4229 | 0.311 | 0.1119 | 0.1537 | 0 | 0.1875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133538 | -110644 | -83719 | -3834387 | -2493265 | -2072519 |
Profit Factor | 2.2385 | 2.4989 | 1.8352 | 1.1158 | 0.8595 | 1.4944 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 45.8333 | 38.8889 | 52.7778 | 45.8333 | 38.8889 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.6455 | 3.9268 | 1.642 | 1.3187 | 1.3506 | 1.3371 |
Largest Winning Trade | 309195 | 309195 | 77302 | 1388962 | 1246427 | 1388962 |
Largest Losing Trade | -34726 | -34726 | -27248 | -830134 | -830134 | -671021 |
Avg Bars in Trades | 79 | 59 | 99 | 79 | 59 | 99 |
Avg Bars in Winners | 109 | 73 | 136 | 109 | 73 | 136 |
Avg Bars in Losers | 53 | 50 | 58 | 53 | 50 | 58 |
Bars Traded | 5723 | 2128 | 3595 | 5723 | 2128 | 3595 |
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 | -71194 | 324341 | -39783 | -170852 | -583434 | 344202 |
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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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