Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627638.1663 | 499846.7424 | 127791.4239 | -40858.1693 | -221040.1086 | 180181.9393 |
Total P&L (%) | 627.6382 | 499.8467 | 127.7914 | -40.8582 | -221.0401 | 180.1819 |
Avg Daily Profit (%) | 0.4243 | 0.3379 | 0.0864 | -0.0355 | 0 | 0.0697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135297 | -128323 | -94873 | -664142 | -668123 | -362688 |
Profit Factor | 2.1611 | 2.8484 | 1.473 | 0.9691 | 0.7114 | 1.3235 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 46.3768 | 37.1429 | 55.8824 | 46.3768 | 37.1429 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.4987 | 4.8204 | 1.1629 | 1.1205 | 1.2038 | 1.0449 |
Largest Winning Trade | 447083 | 447083 | 73009 | 447083 | 447083 | 271080 |
Largest Losing Trade | -94873 | -25351 | -94873 | -362688 | -136804 | -362688 |
Avg Bars in Trades | 61 | 49 | 74 | 61 | 49 | 74 |
Avg Bars in Winners | 87 | 78 | 94 | 87 | 78 | 94 |
Avg Bars in Losers | 39 | 32 | 50 | 39 | 32 | 50 |
Bars Traded | 4272 | 1730 | 2542 | 4272 | 1730 | 2542 |
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 | -93620 | 332187 | -75739 | -686797 | -584121 | -98941 |
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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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